+67.1%
V vs LEN
-12.1%
+79.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | +1.9% | -8.9% | +10.7% | +3.7% |
| 3M | +15.5% | -10.9% | +26.4% | +17.7% |
| 6M | +16.6% | -19.7% | +36.3% | +21.1% |
| YTD | +5.7% | -20.6% | +26.3% | +9.4% |
| 1Y | +8.6% | -42.4% | +51.0% | +20.7% |
| 3Y | +52.5% | -26.5% | +79.1% | +51.8% |
| 5Y | +67.1% | -10.9% | +78.1% | +47.1% |
| All | +67.1% | -12.1% | +79.2% | +47.1% |
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