+148.9%
LEN vs DOC
+15.7%
+133.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.5% |
| 7D | +2.1% | +6.5% | -4.4% | -1.5% |
| 30D | +16.6% | +9.2% | +7.4% | +11.0% |
| 3M | +5.3% | -2.5% | +7.8% | +7.0% |
| 6M | -0.8% | +7.1% | -7.8% | -4.7% |
| YTD | -11.7% | +33.0% | -44.7% | -26.6% |
| 1Y | -24.6% | +23.3% | -47.9% | -34.4% |
| 3Y | -18.7% | +44.9% | -63.6% | -36.5% |
| 5Y | -4.4% | -21.6% | +17.2% | +6.4% |
| All | +148.9% | +15.7% | +133.2% | +119.4% |
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