+2,263.7%
LEN vs DGX
+8,631.6%
-6,367.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | -7.8% | -3.5% | -4.3% | -6.4% |
| 30D | -11.0% | -2.7% | -8.3% | -10.0% |
| 3M | -12.8% | +13.9% | -26.7% | -17.5% |
| 6M | -20.2% | +16.0% | -36.2% | -25.2% |
| YTD | -23.0% | +34.9% | -58.0% | -32.2% |
| 1Y | -41.8% | +30.6% | -72.4% | -48.2% |
| 3Y | -28.8% | +93.0% | -121.8% | -46.4% |
| 5Y | -12.6% | +64.4% | -77.0% | -30.3% |
| 10Y | +101.7% | +248.1% | -146.4% | +17.7% |
| All | +2,263.7% | +8,631.6% | -6,367.9% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling