+99.1%
V vs LEN
-4.6%
+103.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +2.2% | +2.1% | +0.1% | +1.8% |
| 30D | +13.6% | +16.6% | -3.0% | +10.2% |
| 3M | +14.3% | +5.3% | +9.0% | +12.8% |
| 6M | +33.1% | -0.8% | +33.9% | +32.3% |
| YTD | +21.2% | -11.7% | +33.0% | +22.5% |
| 1Y | +26.4% | -24.6% | +51.0% | +32.1% |
| 3Y | +77.6% | -18.7% | +96.3% | +73.2% |
| All | +99.1% | -4.6% | +103.7% | +69.9% |
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