+3,456.8%
VMC vs LEN
+10,602.5%
-7,145.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.5% |
| 7D | -1.7% | -8.7% | +7.1% | +1.0% |
| 30D | +15.3% | +11.6% | +3.7% | +11.3% |
| 3M | +0.3% | -1.3% | +1.6% | +0.2% |
| 6M | +0.9% | -1.4% | +2.3% | +0.6% |
| YTD | -1.0% | -16.9% | +15.9% | +3.4% |
| 1Y | -4.3% | -31.2% | +26.8% | +5.5% |
| 3Y | +35.3% | -25.6% | +60.9% | +42.6% |
| 5Y | +44.4% | -13.3% | +57.7% | +42.9% |
| 10Y | +128.0% | +138.4% | -10.4% | +55.9% |
| All | +3,456.8% | +10,602.5% | -7,145.7% | +1,022.3% |
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 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