-12.6%
LEN vs VEU
+53.0%
-65.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -2.2% |
| 7D | -7.8% | -1.9% | -5.8% | -5.9% |
| 30D | -11.0% | -0.7% | -10.3% | -10.3% |
| 3M | -12.8% | +4.9% | -17.6% | -17.2% |
| 6M | -20.2% | +9.8% | -30.0% | -27.9% |
| YTD | -23.0% | +15.3% | -38.3% | -34.2% |
| 1Y | -41.8% | +23.0% | -64.8% | -53.7% |
| 3Y | -28.8% | +73.5% | -102.3% | -61.6% |
| 5Y | -12.6% | +54.5% | -67.1% | -46.6% |
| All | -12.6% | +53.0% | -65.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling