+108.2%
LEN vs VIG
+655.8%
-547.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +3.5% | -9.3% | -11.0% |
| 30D | +13.7% | +4.9% | +8.8% | +5.1% |
| 3M | -3.9% | +2.5% | -6.4% | -7.6% |
| 6M | -0.4% | +11.0% | -11.4% | -15.8% |
| YTD | -16.8% | +16.0% | -32.8% | -34.5% |
| 1Y | -29.5% | +17.5% | -47.0% | -45.6% |
| 3Y | -25.6% | +67.0% | -92.6% | -68.3% |
| 5Y | -13.2% | +64.8% | -78.0% | -61.7% |
| 10Y | +138.5% | +263.6% | -125.1% | -75.3% |
| All | +108.2% | +655.8% | -547.6% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling