-22.5%
LEN vs VLTO
+18.3%
-40.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.8% |
| 7D | +10.5% | +13.8% | -3.4% | +5.1% |
| 30D | +24.6% | +21.2% | +3.5% | +16.2% |
| 3M | +6.6% | +21.5% | -14.9% | -0.7% |
| 6M | +10.6% | +33.0% | -22.3% | +0.5% |
| YTD | -8.3% | +17.8% | -26.1% | -13.4% |
| 1Y | -22.5% | +18.1% | -40.6% | -27.1% |
| All | -22.5% | +18.3% | -40.8% | -27.1% |
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