+404.6%
VIAV vs LEN
+108.0%
+296.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.0% |
| 7D | +11.2% | -4.8% | +15.9% | +12.6% |
| 30D | -10.1% | -6.6% | -3.5% | -8.6% |
| 3M | -22.9% | -15.7% | -7.2% | -19.9% |
| 6M | +28.8% | -16.6% | +45.4% | +34.2% |
| YTD | +117.5% | -21.3% | +138.8% | +128.6% |
| 1Y | +216.1% | -42.0% | +258.1% | +263.0% |
| 3Y | +292.2% | -27.9% | +320.1% | +307.7% |
| 5Y | +141.0% | -10.7% | +151.7% | +127.0% |
| All | +404.6% | +108.0% | +296.5% | +229.5% |
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 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