+484.0%
V vs LEN
+136.9%
+347.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -5.8% | +6.7% | +2.4% |
| 30D | +9.0% | +13.7% | -4.7% | +5.1% |
| 3M | +16.7% | -3.9% | +20.6% | +17.2% |
| 6M | +33.4% | -0.4% | +33.8% | +31.9% |
| YTD | +22.4% | -16.8% | +39.2% | +25.7% |
| 1Y | +27.7% | -29.5% | +57.2% | +37.0% |
| 3Y | +78.0% | -25.6% | +103.6% | +80.7% |
| 5Y | +108.5% | -13.2% | +121.7% | +95.2% |
| All | +484.0% | +136.9% | +347.1% | +248.0% |
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