+98.7%
LEN vs VSAT
+3.1%
+95.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -3.9% |
| 7D | -7.8% | +3.4% | -11.2% | -8.4% |
| 30D | -11.0% | -12.2% | +1.2% | -9.4% |
| 3M | -12.8% | +20.6% | -33.4% | -17.1% |
| 6M | -20.2% | +60.2% | -80.4% | -28.4% |
| YTD | -23.0% | +115.3% | -138.3% | -35.1% |
| 1Y | -41.8% | +154.6% | -196.4% | -53.0% |
| 3Y | -28.8% | +211.2% | -240.0% | -51.3% |
| 5Y | -12.6% | +52.7% | -65.3% | -34.6% |
| All | +98.7% | +3.1% | +95.6% | +43.8% |
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