+454.5%
V vs LEN
+147.0%
+307.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.6% |
| 7D | +0.6% | +0.7% | 0.0% | +0.3% |
| 30D | +9.7% | +13.0% | -3.3% | +6.0% |
| 3M | +17.3% | +1.9% | +15.4% | +16.0% |
| 6M | +33.2% | -0.7% | +33.9% | +31.9% |
| YTD | +21.3% | -13.8% | +35.1% | +23.5% |
| 1Y | +27.3% | -28.1% | +55.4% | +36.0% |
| 3Y | +76.1% | -22.8% | +98.9% | +77.1% |
| 5Y | +103.5% | -7.4% | +110.8% | +86.9% |
| 10Y | +454.5% | +143.7% | +310.8% | +235.7% |
| All | +454.5% | +147.0% | +307.5% | +235.7% |
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