+89.8%
LEN vs VTEB
+25.1%
+64.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.2% |
| 7D | -7.8% | -1.2% | -6.5% | -5.5% |
| 30D | -11.0% | -2.9% | -8.2% | -5.9% |
| 3M | -12.8% | -3.2% | -9.6% | -7.1% |
| 6M | -20.2% | -2.6% | -17.6% | -15.7% |
| YTD | -23.0% | -1.8% | -21.2% | -19.8% |
| 1Y | -41.8% | +0.2% | -42.0% | -41.6% |
| 3Y | -28.8% | +8.2% | -37.0% | -36.7% |
| 5Y | -12.6% | +0.8% | -13.4% | -14.0% |
| 10Y | +101.7% | +17.7% | +84.1% | +106.6% |
| All | +89.8% | +25.1% | +64.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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