+3,437.2%
VMC vs LEN
+10,606.4%
-7,169.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -5.8% | +4.5% | +0.5% |
| 30D | +15.5% | +13.7% | +1.7% | +10.9% |
| 3M | +0.6% | -3.9% | +4.5% | +1.3% |
| 6M | +2.1% | -0.4% | +2.4% | +1.5% |
| YTD | -1.6% | -16.8% | +15.3% | +2.9% |
| 1Y | -1.2% | -29.5% | +28.3% | +8.2% |
| 3Y | +35.3% | -25.6% | +60.9% | +42.6% |
| 5Y | +43.6% | -13.2% | +56.8% | +42.1% |
| 10Y | +126.7% | +138.5% | -11.7% | +55.0% |
| All | +3,437.2% | +10,606.4% | -7,169.2% | +1,016.0% |
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