+738.6%
IVV vs LEN
+1,381.3%
-642.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 7D | -2.7% | +2.1% | -4.8% | -3.3% |
| 30D | -5.4% | +16.6% | -21.9% | -8.9% |
| 3M | -4.1% | +5.3% | -9.4% | -5.8% |
| 6M | +0.7% | -0.8% | +1.5% | -0.2% |
| YTD | +8.7% | -11.7% | +20.5% | +10.0% |
| 1Y | +11.0% | -24.6% | +35.6% | +16.1% |
| 3Y | +75.4% | -18.7% | +94.1% | +76.4% |
| 5Y | +68.3% | -4.4% | +72.8% | +60.3% |
| 10Y | +315.5% | +152.2% | +163.4% | +198.5% |
| All | +738.6% | +1,381.3% | -642.6% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling