-10.6%
LEN vs VSXY
+42.7%
-53.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -4.5% |
| 7D | -2.9% | -6.8% | +3.9% | -2.0% |
| 30D | -8.9% | -20.4% | +11.5% | -5.8% |
| 3M | -10.9% | +2.9% | -13.8% | -11.8% |
| 6M | -19.7% | +67.9% | -87.6% | -28.2% |
| YTD | -20.6% | +44.9% | -65.4% | -27.6% |
| 1Y | -42.4% | +205.9% | -248.3% | -54.6% |
| 3Y | -26.5% | +373.9% | -400.4% | -51.4% |
| 5Y | -10.9% | +23.5% | -34.4% | -26.2% |
| All | -10.6% | +42.7% | -53.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling