-26.9%
LEN vs VIG
+55.4%
-82.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -3.4% | -1.2% | -2.2% | -1.9% |
| 30D | -5.7% | -2.8% | -2.8% | -2.0% |
| 3M | -12.2% | +2.5% | -14.7% | -14.6% |
| 6M | -18.3% | +8.1% | -26.4% | -25.4% |
| YTD | -20.2% | +9.6% | -29.8% | -28.3% |
| 1Y | -40.1% | +14.2% | -54.2% | -48.7% |
| All | -26.9% | +55.4% | -82.3% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling