+800.0%
VGT vs LEN
+108.0%
+691.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | -0.2% | -4.8% | +4.6% | +1.2% |
| 30D | -0.4% | -6.6% | +6.1% | +1.4% |
| 3M | +4.4% | -15.7% | +20.1% | +9.2% |
| 6M | +32.1% | -16.6% | +48.7% | +38.1% |
| YTD | +28.8% | -21.3% | +50.1% | +36.1% |
| 1Y | +35.3% | -42.0% | +77.4% | +56.0% |
| 3Y | +124.8% | -27.9% | +152.7% | +132.9% |
| 5Y | +137.9% | -10.7% | +148.6% | +124.2% |
| All | +800.0% | +108.0% | +691.9% | +537.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling