+50.0%
VG vs LEN
-25.4%
+75.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -1.8% |
| 7D | -22.0% | +2.1% | -24.1% | -20.3% |
| 30D | -11.6% | +16.6% | -28.2% | -1.8% |
| 3M | -14.9% | +5.3% | -20.2% | -10.4% |
| 6M | -3.5% | -0.8% | -2.8% | +1.3% |
| YTD | +70.0% | -11.7% | +81.7% | +74.3% |
| 1Y | +50.0% | -24.6% | +74.6% | +49.3% |
| All | +50.0% | -25.4% | +75.4% | +49.3% |
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