+21.9%
VMC vs LEN
-26.6%
+48.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.3% |
| 7D | -0.5% | -2.9% | +2.3% | +0.4% |
| 30D | -9.1% | -8.9% | -0.2% | -6.2% |
| 3M | -4.1% | -10.9% | +6.8% | -0.6% |
| 6M | -5.5% | -19.7% | +14.1% | +0.9% |
| YTD | -8.9% | -20.6% | +11.7% | -2.5% |
| 1Y | -12.9% | -42.4% | +29.5% | +2.8% |
| All | +21.9% | -26.6% | +48.5% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling