+103.0%
LEN vs ITOT
+303.4%
-200.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.2% |
| 7D | -4.8% | -0.9% | -3.9% | -3.7% |
| 30D | -6.6% | -1.5% | -5.1% | -4.9% |
| 3M | -15.7% | +3.6% | -19.2% | -19.0% |
| 6M | -16.6% | +13.7% | -30.3% | -27.7% |
| YTD | -21.3% | +12.9% | -34.3% | -31.4% |
| 1Y | -42.0% | +17.2% | -59.2% | -51.7% |
| 3Y | -27.9% | +75.6% | -103.5% | -63.2% |
| 5Y | -10.7% | +75.5% | -86.2% | -53.8% |
| All | +103.0% | +303.4% | -200.4% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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