+73.6%
VEA vs LEN
-28.8%
+102.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -2.1% | -7.8% | +5.7% | -0.5% |
| 30D | -1.1% | -11.0% | +10.0% | +1.3% |
| 3M | +5.1% | -12.8% | +17.9% | +7.7% |
| 6M | +9.8% | -20.2% | +30.0% | +14.2% |
| YTD | +15.9% | -23.0% | +39.0% | +20.9% |
| 1Y | +24.6% | -41.8% | +66.4% | +37.0% |
| All | +73.6% | -28.8% | +102.4% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling