+688.1%
LEN vs VT
+374.2%
+313.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.7% |
| 30D | -4.9% | +1.0% | -5.9% | -6.1% |
| 3M | -8.5% | +2.4% | -10.9% | -11.5% |
| 6M | -20.7% | +12.0% | -32.7% | -31.9% |
| YTD | -17.4% | +15.3% | -32.7% | -32.0% |
| 1Y | -38.2% | +22.6% | -60.8% | -53.3% |
| 3Y | -24.9% | +74.7% | -99.5% | -65.3% |
| 5Y | -11.4% | +66.1% | -77.6% | -55.7% |
| 10Y | +110.0% | +225.0% | -115.0% | -58.5% |
| All | +688.1% | +374.2% | +313.9% | +52.1% |
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