-49.4%
VG vs LEN
-33.0%
-16.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | -0.3% |
| 7D | -7.7% | +0.7% | -8.4% | -7.1% |
| 30D | -8.8% | +13.0% | -21.8% | -3.9% |
| 3M | -15.6% | +1.9% | -17.5% | -13.7% |
| 6M | +5.2% | -0.7% | +5.9% | +8.5% |
| YTD | +76.9% | -13.8% | +90.7% | +80.3% |
| 1Y | +42.5% | -28.1% | +70.6% | +45.5% |
| All | -49.4% | -33.0% | -16.3% | -56.7% |
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 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