-1.2%
VMC vs LEN
-30.4%
+29.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -5.8% | +4.5% | +0.8% |
| 30D | +15.5% | +13.7% | +1.7% | +10.1% |
| 3M | +0.6% | -3.9% | +4.5% | +1.6% |
| 6M | +2.1% | -0.4% | +2.4% | +1.4% |
| YTD | -1.6% | -16.8% | +15.3% | +3.5% |
| 1Y | -1.2% | -29.5% | +28.3% | +7.1% |
| All | -1.2% | -30.4% | +29.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling