+51.8%
VG vs LEN
-21.9%
+73.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +7.1% | -14.8% | -3.3% |
| 7D | -16.4% | +10.5% | -26.8% | -10.3% |
| 30D | -10.8% | +24.6% | -35.4% | +3.3% |
| 3M | -6.3% | +6.6% | -12.9% | -0.4% |
| 6M | -12.5% | +10.6% | -23.2% | -2.8% |
| YTD | +76.9% | -8.3% | +85.2% | +85.7% |
| 1Y | +51.8% | -22.5% | +74.3% | +53.7% |
| All | +51.8% | -21.9% | +73.7% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling