-27.9%
LEN vs VYM
+65.1%
-93.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -3.7% |
| 30D | -6.6% | -2.2% | -4.3% | -3.7% |
| 3M | -15.7% | +3.1% | -18.7% | -18.7% |
| 6M | -16.6% | +9.7% | -26.4% | -25.4% |
| YTD | -21.3% | +14.9% | -36.2% | -33.4% |
| 1Y | -42.0% | +17.6% | -59.6% | -52.2% |
| 3Y | -27.9% | +65.3% | -93.2% | -63.3% |
| All | -27.9% | +65.1% | -93.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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