-22.7%
LEN vs DOC
+21.7%
-44.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | +7.2% | +6.2% | +0.9% | +4.5% |
| 30D | +19.1% | +6.5% | +12.6% | +16.0% |
| 3M | +4.9% | -6.2% | +11.1% | +6.7% |
| 6M | +7.6% | +25.6% | -18.0% | +0.3% |
| YTD | -8.9% | +32.1% | -41.0% | -18.6% |
| 1Y | -22.7% | +20.3% | -43.0% | -25.9% |
| All | -22.7% | +21.7% | -44.4% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling