-3.3%
LVS vs LEN
+108.0%
-111.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -1.9% |
| 30D | -6.2% | -6.6% | +0.3% | -4.1% |
| 3M | -14.8% | -15.7% | +0.8% | -10.4% |
| 6M | -20.9% | -16.6% | -4.2% | -16.8% |
| YTD | -33.0% | -21.3% | -11.7% | -28.7% |
| 1Y | -20.0% | -42.0% | +22.0% | -6.0% |
| 3Y | -6.9% | -27.9% | +21.0% | -1.9% |
| 5Y | +9.1% | -10.7% | +19.8% | +4.2% |
| All | -3.3% | +108.0% | -111.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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