-12.6%
LEN vs VSXY
+15.5%
-28.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -3.0% |
| 7D | -7.8% | -0.3% | -7.4% | -7.8% |
| 30D | -11.0% | -22.1% | +11.0% | -7.5% |
| 3M | -12.8% | -1.1% | -11.6% | -13.1% |
| 6M | -20.2% | +53.8% | -74.0% | -28.0% |
| YTD | -23.0% | +35.5% | -58.5% | -29.4% |
| 1Y | -41.8% | +186.0% | -227.8% | -54.2% |
| 3Y | -28.8% | +343.2% | -372.0% | -54.0% |
| 5Y | -12.6% | +19.0% | -31.6% | -24.7% |
| All | -12.6% | +15.5% | -28.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling