+124.0%
VRSK vs LEN
+108.0%
+15.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.1% |
| 30D | -2.3% | -6.6% | +4.3% | -0.9% |
| 3M | -2.9% | -15.7% | +12.7% | +0.5% |
| 6M | -12.8% | -16.6% | +3.8% | -9.9% |
| YTD | -20.8% | -21.3% | +0.5% | -17.7% |
| 1Y | -33.2% | -42.0% | +8.8% | -25.6% |
| 3Y | -26.6% | -27.9% | +1.3% | -24.7% |
| 5Y | -11.3% | -10.7% | -0.6% | -15.9% |
| All | +124.0% | +108.0% | +15.9% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling