-25.6%
LEN vs VO
+66.5%
-92.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +3.1% | -8.9% | -9.0% |
| 30D | +13.7% | +2.2% | +11.5% | +10.8% |
| 3M | -3.9% | -2.5% | -1.4% | -1.0% |
| 6M | -0.4% | +7.0% | -7.3% | -7.6% |
| YTD | -16.8% | +14.0% | -30.8% | -28.0% |
| 1Y | -29.5% | +15.6% | -45.1% | -39.8% |
| 3Y | -25.6% | +66.2% | -91.8% | -60.5% |
| All | -25.6% | +66.5% | -92.1% | -60.5% |
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