-8.3%
LEN vs VLTO
+56.1%
-64.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.8% |
| 7D | +0.6% | +2.0% | -1.4% | -0.4% |
| 30D | +19.4% | +21.8% | -2.4% | +8.7% |
| 3M | +4.5% | +20.2% | -15.7% | -4.3% |
| 6M | +4.9% | +36.3% | -31.4% | -9.5% |
| YTD | -8.9% | +18.8% | -27.8% | -16.4% |
| 1Y | -23.0% | +20.4% | -43.4% | -29.9% |
| 3Y | -16.7% | +71.9% | -88.6% | -31.2% |
| All | -8.3% | +56.1% | -64.4% | -23.7% |
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