+313.7%
IVV vs LEN
+99.2%
+214.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +1.2% |
| 30D | -1.0% | -8.9% | +7.9% | +1.3% |
| 3M | +3.9% | -10.9% | +14.8% | +6.4% |
| 6M | +14.5% | -19.7% | +34.2% | +20.2% |
| YTD | +12.9% | -20.6% | +33.5% | +18.2% |
| 1Y | +19.4% | -42.4% | +61.8% | +35.5% |
| 3Y | +78.8% | -26.5% | +105.3% | +84.1% |
| 5Y | +82.2% | -10.9% | +93.1% | +73.0% |
| 10Y | +313.7% | +100.6% | +213.0% | +203.7% |
| All | +313.7% | +99.2% | +214.5% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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