+155.7%
LEN vs VO
+827.2%
-671.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -3.2% | -0.3% | -2.9% | -2.8% |
| 30D | -4.9% | -0.3% | -4.6% | -4.4% |
| 3M | -8.5% | +2.9% | -11.4% | -12.1% |
| 6M | -20.7% | +9.3% | -30.0% | -30.0% |
| YTD | -17.4% | +14.2% | -31.6% | -31.7% |
| 1Y | -38.2% | +15.3% | -53.5% | -49.6% |
| 3Y | -24.9% | +56.2% | -81.1% | -61.1% |
| 5Y | -11.4% | +42.4% | -53.9% | -47.6% |
| 10Y | +110.0% | +194.7% | -84.7% | -60.0% |
| All | +155.7% | +827.2% | -671.5% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling