+579.5%
VRSK vs LEN
+594.3%
-14.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -7.7% | -7.8% | 0.0% | -6.2% |
| 30D | -2.8% | -11.0% | +8.2% | -0.5% |
| 3M | -3.7% | -12.8% | +9.1% | -1.3% |
| 6M | -12.8% | -20.2% | +7.4% | -9.3% |
| YTD | -21.0% | -23.0% | +2.1% | -17.7% |
| 1Y | -32.5% | -41.8% | +9.3% | -25.7% |
| 3Y | -26.5% | -28.8% | +2.3% | -24.3% |
| 5Y | -11.5% | -12.6% | +1.1% | -14.3% |
| 10Y | +125.7% | +101.7% | +23.9% | +74.5% |
| All | +579.5% | +594.3% | -14.7% | +320.2% |
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