-18.7%
LEN vs VT
+69.7%
-88.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.3% |
| 7D | +2.1% | -2.3% | +4.4% | +4.2% |
| 30D | +16.6% | -5.0% | +21.5% | +22.0% |
| 3M | +5.3% | -4.9% | +10.2% | +10.2% |
| 6M | -0.8% | -1.5% | +0.8% | +0.4% |
| YTD | -11.7% | +8.5% | -20.2% | -18.6% |
| 1Y | -24.6% | +11.4% | -36.0% | -32.1% |
| 3Y | -18.7% | +70.1% | -88.7% | -58.7% |
| All | -18.7% | +69.7% | -88.4% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling