-51.4%
VG vs LEN
-31.4%
-19.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -1.1% |
| 7D | -22.0% | +2.1% | -24.1% | -20.9% |
| 30D | -11.6% | +16.6% | -28.2% | -5.9% |
| 3M | -14.9% | +5.3% | -20.2% | -11.9% |
| 6M | -3.5% | -0.8% | -2.8% | -0.1% |
| YTD | +70.0% | -11.7% | +81.7% | +74.6% |
| 1Y | +50.0% | -24.6% | +74.6% | +54.2% |
| All | -51.4% | -31.4% | -19.9% | -58.0% |
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