-9.8%
LEN vs VIG
+62.2%
-72.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -3.4% | -1.2% | -2.2% | -1.8% |
| 30D | -5.7% | -2.8% | -2.8% | -1.8% |
| 3M | -12.2% | +2.5% | -14.7% | -14.8% |
| 6M | -18.3% | +8.1% | -26.4% | -26.0% |
| YTD | -20.2% | +9.6% | -29.8% | -29.0% |
| 1Y | -40.1% | +14.2% | -54.2% | -49.5% |
| 3Y | -26.2% | +56.1% | -82.3% | -59.8% |
| 5Y | -9.8% | +62.8% | -72.7% | -52.2% |
| All | -9.8% | +62.2% | -72.1% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling