+387.0%
VNQ vs LEN
+126.5%
+260.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.9% | -3.4% | +2.5% | +0.3% |
| 30D | -2.2% | -5.7% | +3.4% | -0.3% |
| 3M | -1.9% | -12.2% | +10.3% | +2.0% |
| 6M | +3.2% | -18.3% | +21.5% | +9.7% |
| YTD | +9.4% | -20.2% | +29.6% | +16.5% |
| 1Y | +7.5% | -40.1% | +47.6% | +26.2% |
| 3Y | +31.1% | -26.2% | +57.2% | +38.6% |
| 5Y | +6.6% | -9.8% | +16.4% | +1.5% |
| 10Y | +63.9% | +109.1% | -45.2% | +1.9% |
| All | +387.0% | +126.5% | +260.5% | +66.4% |
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 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