+127.0%
VMC vs LEN
+136.8%
-9.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.3% |
| 7D | -1.7% | -8.7% | +7.1% | +1.5% |
| 30D | +15.3% | +11.6% | +3.7% | +10.6% |
| 3M | +0.3% | -1.3% | +1.6% | +0.1% |
| 6M | +0.9% | -1.4% | +2.3% | +0.5% |
| YTD | -1.0% | -16.9% | +15.9% | +4.1% |
| 1Y | -4.3% | -31.2% | +26.8% | +7.2% |
| 3Y | +35.3% | -25.6% | +60.9% | +43.0% |
| 5Y | +44.4% | -13.3% | +57.7% | +40.1% |
| All | +127.0% | +136.8% | -9.9% | +38.3% |
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 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