+133.3%
LEN vs ITOT
+885.8%
-752.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -2.8% |
| 30D | -5.7% | -1.6% | -4.1% | -3.4% |
| 3M | -12.2% | +3.5% | -15.8% | -16.7% |
| 6M | -18.3% | +13.1% | -31.4% | -32.0% |
| YTD | -20.2% | +12.7% | -32.9% | -33.4% |
| 1Y | -40.1% | +18.3% | -58.4% | -53.7% |
| 3Y | -26.2% | +76.4% | -102.6% | -70.0% |
| 5Y | -9.8% | +73.8% | -83.6% | -62.6% |
| 10Y | +109.1% | +301.2% | -192.1% | -79.1% |
| All | +133.3% | +885.8% | -752.5% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling