+313.4%
IVV vs LEN
+142.4%
+171.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -6.4% | +5.4% | +0.7% |
| 30D | -2.3% | +15.6% | -18.0% | -6.3% |
| 3M | -1.2% | -0.8% | -0.4% | -1.7% |
| 6M | +3.3% | +0.4% | +2.9% | +2.0% |
| YTD | +12.3% | -14.1% | +26.5% | +14.6% |
| 1Y | +12.5% | -29.6% | +42.2% | +20.6% |
| 3Y | +79.2% | -23.1% | +102.3% | +81.5% |
| 5Y | +75.6% | -8.9% | +84.5% | +64.9% |
| 10Y | +313.4% | +146.2% | +167.2% | +188.1% |
| All | +313.4% | +142.4% | +171.0% | +188.1% |
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