-9.8%
LEN vs DOV
+16.3%
-26.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -3.4% | +1.3% | -4.7% | -4.3% |
| 30D | -5.7% | -8.6% | +3.0% | +0.1% |
| 3M | -12.2% | -13.1% | +0.9% | -4.1% |
| 6M | -18.3% | -8.8% | -9.5% | -13.7% |
| YTD | -20.2% | -1.2% | -19.0% | -20.2% |
| 1Y | -40.1% | +10.7% | -50.8% | -44.7% |
| 3Y | -26.2% | +39.3% | -65.5% | -43.9% |
| 5Y | -9.8% | +16.4% | -26.3% | -26.7% |
| All | -9.8% | +16.3% | -26.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 5y: compounded portfolio wealth divided by compounded DOV 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…
5y analysis · Full analysis span regression · 6 months rolling