+90.2%
LENS vs VT
+36.1%
+54.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +0.8% |
| 30D | +9.6% | -0.2% | +9.8% | +9.8% |
| 3M | +12.9% | +4.5% | +8.4% | +9.2% |
| 6M | +1.0% | +14.1% | -13.0% | -8.0% |
| YTD | +21.8% | +14.8% | +7.0% | +11.0% |
| 1Y | +53.2% | +21.2% | +32.0% | +35.7% |
| All | +90.2% | +36.1% | +54.0% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling