-44.1%
VG vs LEN
-35.4%
-8.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +3.6% |
| 7D | +15.1% | -8.7% | +23.8% | +11.4% |
| 30D | -4.2% | +11.6% | -15.7% | +0.5% |
| 3M | -3.1% | -1.3% | -1.8% | -2.1% |
| 6M | +0.3% | -1.4% | +1.8% | +2.6% |
| YTD | +95.5% | -16.9% | +112.4% | +96.7% |
| 1Y | +64.4% | -31.2% | +95.6% | +65.8% |
| All | -44.1% | -35.4% | -8.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling