+156.9%
LEN vs DOC
+14.9%
+142.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | +7.2% | +6.2% | +0.9% | +3.6% |
| 30D | +19.1% | +6.5% | +12.6% | +15.0% |
| 3M | +4.9% | -6.2% | +11.1% | +9.1% |
| 6M | +7.6% | +25.6% | -18.0% | -6.6% |
| YTD | -8.9% | +32.1% | -41.0% | -23.9% |
| 1Y | -22.7% | +20.3% | -43.0% | -31.8% |
| 3Y | -16.8% | +42.7% | -59.6% | -34.5% |
| 5Y | -1.4% | -22.2% | +20.8% | +10.3% |
| All | +156.9% | +14.9% | +142.0% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling