+2,260.0%
VGT vs LEN
+148.2%
+2,111.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +2.3% |
| 30D | +0.5% | -5.7% | +6.2% | +1.8% |
| 3M | +5.3% | -12.2% | +17.5% | +8.0% |
| 6M | +32.4% | -18.3% | +50.7% | +37.9% |
| YTD | +28.6% | -20.2% | +48.8% | +34.0% |
| 1Y | +37.6% | -40.1% | +77.7% | +52.6% |
| 3Y | +125.5% | -26.2% | +151.7% | +133.0% |
| 5Y | +135.2% | -9.8% | +145.0% | +129.4% |
| 10Y | +812.9% | +109.1% | +703.7% | +597.5% |
| All | +2,260.0% | +148.2% | +2,111.8% | +1,172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling