+10.4%
LVS vs LEN
-10.5%
+20.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | -4.7% | -5.7% | +1.0% | -2.7% |
| 3M | -15.6% | -12.2% | -3.3% | -12.2% |
| 6M | -18.6% | -18.3% | -0.4% | -13.5% |
| YTD | -32.3% | -20.2% | -12.1% | -28.0% |
| 1Y | -18.0% | -40.1% | +22.0% | -3.1% |
| 3Y | -5.8% | -26.2% | +20.3% | -4.2% |
| All | +10.4% | -10.5% | +20.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling