-16.2%
LEN vs VLTO
+56.4%
-72.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.8% | +1.0% | -6.8% | -6.2% |
| 30D | +13.7% | +17.5% | -3.8% | +5.3% |
| 3M | -3.9% | +21.4% | -25.3% | -12.4% |
| 6M | -0.4% | +38.1% | -38.5% | -14.6% |
| YTD | -16.8% | +19.0% | -35.9% | -23.8% |
| 1Y | -29.5% | +20.7% | -50.1% | -35.9% |
| 3Y | -25.6% | +64.3% | -89.9% | -37.8% |
| All | -16.2% | +56.4% | -72.6% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling