-27.9%
LEN vs VEU
+73.8%
-101.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.2% |
| 7D | -4.8% | -1.4% | -3.3% | -3.4% |
| 30D | -6.6% | -0.4% | -6.2% | -6.2% |
| 3M | -15.7% | +2.5% | -18.2% | -17.8% |
| 6M | -16.6% | +11.1% | -27.8% | -24.8% |
| YTD | -21.3% | +16.5% | -37.9% | -32.6% |
| 1Y | -42.0% | +22.9% | -65.0% | -53.0% |
| 3Y | -27.9% | +73.4% | -101.3% | -62.0% |
| All | -27.9% | +73.8% | -101.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling