-25.6%
LEN vs VIG
+67.2%
-92.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +3.5% | -9.3% | -9.8% |
| 30D | +13.7% | +4.9% | +8.8% | +7.0% |
| 3M | -3.9% | +2.5% | -6.4% | -6.8% |
| 6M | -0.4% | +11.0% | -11.4% | -12.2% |
| YTD | -16.8% | +16.0% | -32.8% | -30.3% |
| 1Y | -29.5% | +17.5% | -47.0% | -41.7% |
| 3Y | -25.6% | +67.0% | -92.6% | -63.7% |
| All | -25.6% | +67.2% | -92.8% | -63.7% |
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