+123.0%
LEN vs VEU
+192.1%
-69.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.7% |
| 7D | -3.2% | +1.1% | -4.3% | -4.5% |
| 30D | -4.9% | +2.2% | -7.1% | -7.3% |
| 3M | -8.5% | +3.0% | -11.5% | -12.0% |
| 6M | -20.7% | +10.9% | -31.5% | -30.2% |
| YTD | -17.4% | +18.2% | -35.6% | -33.0% |
| 1Y | -38.2% | +28.3% | -66.5% | -54.6% |
| 3Y | -24.9% | +74.6% | -99.5% | -62.1% |
| 5Y | -11.4% | +56.4% | -67.8% | -48.7% |
| 10Y | +110.0% | +153.0% | -43.0% | -31.6% |
| All | +123.0% | +192.1% | -69.2% | -30.8% |
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