+64.7%
IVZ vs LEN
+109.8%
-45.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | +0.6% | -3.2% | +3.8% | +2.1% |
| 30D | +4.0% | -4.9% | +8.9% | +6.1% |
| 3M | +18.2% | -8.5% | +26.7% | +21.9% |
| 6M | +32.8% | -20.7% | +53.5% | +45.8% |
| YTD | +28.7% | -17.4% | +46.2% | +37.7% |
| 1Y | +55.4% | -38.2% | +93.6% | +88.6% |
| 3Y | +135.2% | -24.9% | +160.1% | +153.4% |
| 5Y | +64.2% | -11.4% | +75.6% | +59.2% |
| All | +64.7% | +109.8% | -45.1% | +4.8% |
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