+132.3%
LEN vs VSAT
-11.9%
+144.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.4% |
| 7D | -8.7% | +20.0% | -28.7% | -11.4% |
| 30D | +11.6% | +6.5% | +5.1% | +9.3% |
| 3M | -1.3% | -18.3% | +17.1% | +0.4% |
| 6M | -1.4% | +0.4% | -1.8% | -5.0% |
| YTD | -16.9% | +106.7% | -123.6% | -30.3% |
| 1Y | -31.2% | +89.9% | -121.0% | -41.7% |
| 3Y | -25.6% | +276.3% | -301.9% | -51.9% |
| 5Y | -13.3% | +32.9% | -46.2% | -31.8% |
| All | +132.3% | -11.9% | +144.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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