-31.2%
LEN vs VLTO
+20.4%
-51.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | -8.7% | +0.8% | -9.6% | -9.0% |
| 30D | +11.6% | +18.7% | -7.1% | +4.6% |
| 3M | -1.3% | +21.7% | -23.0% | -8.2% |
| 6M | -1.4% | +35.8% | -37.3% | -10.9% |
| YTD | -16.9% | +18.3% | -35.1% | -21.6% |
| 1Y | -31.2% | +20.9% | -52.1% | -36.6% |
| All | -31.2% | +20.4% | -51.6% | -36.6% |
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