+113.2%
LEN vs VYM
+487.3%
-374.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | -3.4% | -1.0% | -2.4% | -1.8% |
| 30D | -5.7% | -2.0% | -3.6% | -2.4% |
| 3M | -12.2% | +3.1% | -15.3% | -16.2% |
| 6M | -18.3% | +8.9% | -27.2% | -28.3% |
| YTD | -20.2% | +14.7% | -34.9% | -35.6% |
| 1Y | -40.1% | +19.4% | -59.5% | -54.6% |
| 3Y | -26.2% | +65.4% | -91.6% | -67.3% |
| 5Y | -9.8% | +77.6% | -87.4% | -64.5% |
| 10Y | +109.1% | +207.8% | -98.6% | -70.9% |
| All | +113.2% | +487.3% | -374.1% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling