+135.1%
VGT vs LEN
-13.7%
+148.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | -1.0% | -7.8% | +6.7% | +1.4% |
| 30D | -0.4% | -11.0% | +10.6% | +3.0% |
| 3M | +6.6% | -12.8% | +19.4% | +10.5% |
| 6M | +31.0% | -20.2% | +51.2% | +39.2% |
| YTD | +27.2% | -23.0% | +50.3% | +35.6% |
| 1Y | +34.5% | -41.8% | +76.3% | +56.6% |
| 3Y | +123.1% | -28.8% | +151.9% | +123.0% |
| 5Y | +135.1% | -12.6% | +147.7% | +100.2% |
| All | +135.1% | -13.7% | +148.7% | +100.2% |
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