+769.3%
LEN vs VT
+345.0%
+424.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +4.8% |
| 7D | +7.2% | -4.2% | +11.3% | +13.2% |
| 30D | +19.1% | -5.8% | +24.9% | +28.5% |
| 3M | +4.9% | -5.2% | +10.1% | +12.3% |
| 6M | +7.6% | +0.1% | +7.5% | +6.9% |
| YTD | -8.9% | +8.2% | -17.1% | -18.7% |
| 1Y | -22.7% | +10.1% | -32.8% | -32.6% |
| 3Y | -16.8% | +69.7% | -86.5% | -60.3% |
| 5Y | -1.4% | +53.4% | -54.7% | -45.2% |
| 10Y | +160.3% | +219.2% | -58.9% | -47.7% |
| All | +769.3% | +345.0% | +424.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling