-11.1%
LEN vs VLTO
+54.8%
-65.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +2.1% | +5.4% | -3.3% | -0.5% |
| 30D | +16.6% | +22.3% | -5.7% | +5.9% |
| 3M | +5.3% | +19.6% | -14.3% | -3.3% |
| 6M | -0.8% | +35.2% | -35.9% | -14.1% |
| YTD | -11.7% | +17.9% | -29.6% | -18.7% |
| 1Y | -24.6% | +19.5% | -44.1% | -31.1% |
| 3Y | -18.7% | +73.9% | -92.6% | -32.9% |
| All | -11.1% | +54.8% | -65.9% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling