+98.7%
LEN vs VIG
+247.5%
-148.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -2.9% |
| 7D | -7.8% | -2.2% | -5.5% | -5.0% |
| 30D | -11.0% | -3.2% | -7.8% | -7.1% |
| 3M | -12.8% | +3.0% | -15.8% | -15.8% |
| 6M | -20.2% | +8.1% | -28.3% | -27.4% |
| YTD | -23.0% | +9.1% | -32.1% | -30.8% |
| 1Y | -41.8% | +12.6% | -54.4% | -49.7% |
| 3Y | -28.8% | +55.4% | -84.2% | -59.4% |
| 5Y | -12.6% | +62.8% | -75.4% | -52.1% |
| All | +98.7% | +247.5% | -148.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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