+132.3%
LEN vs VO
+197.6%
-65.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.1% |
| 7D | -8.7% | +2.9% | -11.7% | -11.9% |
| 30D | +11.6% | +1.0% | +10.6% | +10.2% |
| 3M | -1.3% | -1.7% | +0.5% | +0.8% |
| 6M | -1.4% | +6.7% | -8.1% | -8.7% |
| YTD | -16.9% | +14.0% | -30.9% | -28.7% |
| 1Y | -31.2% | +13.7% | -44.8% | -40.7% |
| 3Y | -25.6% | +65.8% | -91.4% | -59.6% |
| 5Y | -13.3% | +36.6% | -49.9% | -39.6% |
| All | +132.3% | +197.6% | -65.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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