+103.0%
LEN vs VCLT
+17.1%
+86.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -4.8% | -1.4% | -3.4% | -3.4% |
| 30D | -6.6% | -1.2% | -5.4% | -5.4% |
| 3M | -15.7% | -4.8% | -10.9% | -11.1% |
| 6M | -16.6% | -2.6% | -14.1% | -13.9% |
| YTD | -21.3% | -3.3% | -18.0% | -18.0% |
| 1Y | -42.0% | -4.8% | -37.2% | -38.6% |
| 3Y | -27.9% | +11.5% | -39.4% | -33.8% |
| 5Y | -10.7% | -17.0% | +6.3% | +5.3% |
| All | +103.0% | +17.1% | +86.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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