-38.2%
LEN vs VLTO
-8.3%
-30.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.3% |
| 30D | -4.9% | -0.9% | -4.0% | -4.5% |
| 3M | -8.5% | +13.8% | -22.3% | -12.1% |
| 6M | -20.7% | +2.0% | -22.7% | -20.7% |
| YTD | -17.4% | -3.2% | -14.2% | -15.6% |
| 1Y | -38.2% | -9.2% | -29.1% | -33.6% |
| All | -38.2% | -8.3% | -30.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling