+98.8%
LEN vs VIG
+617.8%
-519.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -2.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.2% |
| 30D | -8.9% | -2.1% | -6.8% | -5.6% |
| 3M | -10.9% | +3.3% | -14.2% | -15.3% |
| 6M | -19.7% | +9.3% | -28.9% | -30.2% |
| YTD | -20.6% | +10.1% | -30.7% | -31.9% |
| 1Y | -42.4% | +14.7% | -57.1% | -53.8% |
| 3Y | -26.5% | +56.9% | -83.5% | -65.3% |
| 5Y | -10.9% | +62.9% | -73.9% | -60.1% |
| 10Y | +100.6% | +241.3% | -140.7% | -76.9% |
| All | +98.8% | +617.8% | -519.0% | -92.6% |
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