+13.8%
VRT vs LEN
-21.9%
+35.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.1% | -20.0% | -12.9% |
| 7D | -15.4% | +10.5% | -25.9% | -15.8% |
| 30D | -19.0% | +24.6% | -43.6% | -20.8% |
| 3M | -23.8% | +6.6% | -30.5% | -23.5% |
| 6M | -37.9% | +10.6% | -48.5% | -38.1% |
| YTD | +27.0% | -8.3% | +35.3% | +29.9% |
| 1Y | +13.8% | -22.5% | +36.3% | +18.4% |
| All | +13.8% | -21.9% | +35.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling