+124.5%
LEN vs VEU
+174.2%
-49.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.8% | +2.1% | -7.9% | -8.0% |
| 30D | +13.7% | -0.9% | +14.6% | +14.8% |
| 3M | -3.9% | -5.4% | +1.5% | +2.4% |
| 6M | -0.4% | -1.8% | +1.4% | +1.2% |
| YTD | -16.8% | +10.9% | -27.8% | -27.4% |
| 1Y | -29.5% | +13.6% | -43.1% | -40.1% |
| 3Y | -25.6% | +69.3% | -94.8% | -61.2% |
| 5Y | -13.2% | +48.1% | -61.3% | -46.5% |
| 10Y | +138.5% | +148.0% | -9.5% | -20.6% |
| All | +124.5% | +174.2% | -49.7% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling