+67.4%
LENS vs VT
+28.7%
+38.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -3.1% | -2.3% | -0.8% | -1.5% |
| 30D | -3.5% | -5.0% | +1.5% | +0.2% |
| 3M | -1.8% | -4.9% | +3.0% | +1.8% |
| 6M | -8.6% | -1.5% | -7.1% | -7.5% |
| YTD | +7.1% | +8.5% | -1.3% | +1.8% |
| 1Y | +24.3% | +11.4% | +12.9% | +16.4% |
| All | +67.4% | +28.7% | +38.7% | +47.8% |
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