+179.5%
VSH vs LEN
+103.7%
+75.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.5% | -3.4% | +6.9% | +5.0% |
| 30D | -4.4% | -5.7% | +1.3% | -2.2% |
| 3M | -45.8% | -12.2% | -33.6% | -43.1% |
| 6M | +90.1% | -18.3% | +108.4% | +105.4% |
| YTD | +120.3% | -20.2% | +140.5% | +138.2% |
| 1Y | +112.2% | -40.1% | +152.3% | +159.6% |
| 3Y | +36.6% | -26.2% | +62.8% | +50.2% |
| 5Y | +67.0% | -9.8% | +76.9% | +63.7% |
| 10Y | +179.5% | +109.1% | +70.3% | +79.4% |
| All | +179.5% | +103.7% | +75.7% | +79.4% |
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 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