+111.1%
VSH vs LEN
+136.9%
-25.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +14.3% | -5.8% | +20.1% | +17.2% |
| 30D | -7.9% | +13.7% | -21.6% | -14.3% |
| 3M | -19.9% | -3.9% | -16.0% | -20.2% |
| 6M | -30.5% | -0.4% | -30.2% | -32.4% |
| YTD | +85.7% | -16.8% | +102.5% | +93.3% |
| 1Y | +98.9% | -29.5% | +128.4% | +122.6% |
| 3Y | +32.1% | -25.6% | +57.7% | +42.1% |
| 5Y | +39.7% | -13.2% | +52.9% | +36.5% |
| All | +111.1% | +136.9% | -25.8% | +29.3% |
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