+124.4%
VGT vs LEN
-26.2%
+150.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +2.1% |
| 30D | +0.5% | -5.7% | +6.2% | +1.4% |
| 3M | +5.3% | -12.2% | +17.5% | +7.3% |
| 6M | +32.4% | -18.3% | +50.7% | +36.2% |
| YTD | +28.6% | -20.2% | +48.8% | +32.1% |
| 1Y | +37.6% | -40.1% | +77.7% | +48.9% |
| All | +124.4% | -26.2% | +150.7% | +114.3% |
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 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