-16.3%
LEN vs VLTO
+55.4%
-71.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | -8.7% | +0.8% | -9.6% | -9.1% |
| 30D | +11.6% | +18.7% | -7.1% | +2.8% |
| 3M | -1.3% | +21.7% | -23.0% | -10.1% |
| 6M | -1.4% | +35.8% | -37.3% | -14.8% |
| YTD | -16.9% | +18.3% | -35.1% | -23.5% |
| 1Y | -31.2% | +20.9% | -52.1% | -37.5% |
| 3Y | -25.6% | +68.8% | -94.4% | -38.1% |
| All | -16.3% | +55.4% | -71.6% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling