+90.5%
LENS vs VT
+36.8%
+53.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | +12.2% | +1.0% | +11.2% | +11.4% |
| 3M | +6.9% | +2.4% | +4.6% | +5.1% |
| 6M | -1.7% | +12.0% | -13.7% | -9.4% |
| YTD | +21.9% | +15.3% | +6.6% | +10.8% |
| 1Y | +56.1% | +22.6% | +33.5% | +37.3% |
| All | +90.5% | +36.8% | +53.6% | +60.7% |
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