-27.9%
LEN vs VO
+55.8%
-83.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.2% |
| 7D | -4.8% | -1.5% | -3.2% | -3.0% |
| 30D | -6.6% | -3.0% | -3.5% | -3.0% |
| 3M | -15.7% | +2.8% | -18.5% | -18.2% |
| 6M | -16.6% | +10.9% | -27.6% | -25.6% |
| YTD | -21.3% | +12.5% | -33.8% | -30.9% |
| 1Y | -42.0% | +12.0% | -54.0% | -48.8% |
| 3Y | -27.9% | +56.3% | -84.2% | -59.2% |
| All | -27.9% | +55.8% | -83.7% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling