+21.0%
VRT vs LEN
-31.8%
+52.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.6% |
| 7D | +18.6% | -8.7% | +27.4% | +18.8% |
| 30D | -11.7% | +11.6% | -23.2% | -13.3% |
| 3M | -27.3% | -1.3% | -26.0% | -27.1% |
| 6M | -42.9% | -1.4% | -41.4% | -42.8% |
| YTD | +29.5% | -16.9% | +46.4% | +32.9% |
| 1Y | +21.0% | -31.2% | +52.2% | +28.2% |
| All | +21.0% | -31.8% | +52.8% | +28.2% |
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 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