+63.4%
VSH vs LEN
-21.9%
+85.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.1% | -12.2% | -6.1% |
| 7D | -13.6% | +10.5% | -24.1% | -15.5% |
| 30D | -30.4% | +24.6% | -55.0% | -34.2% |
| 3M | -33.3% | +6.6% | -39.9% | -34.1% |
| 6M | -15.1% | +10.6% | -25.7% | -17.1% |
| YTD | +80.2% | -8.3% | +88.5% | +78.6% |
| 1Y | +63.4% | -22.5% | +85.9% | +72.1% |
| All | +63.4% | -21.9% | +85.2% | +72.1% |
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