+111.7%
VSH vs LEN
-40.6%
+152.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.5% | -3.4% | +6.9% | +4.6% |
| 30D | -4.4% | -5.7% | +1.3% | -2.8% |
| 3M | -45.8% | -12.2% | -33.6% | -43.5% |
| 6M | +90.1% | -18.3% | +108.4% | +99.9% |
| YTD | +120.3% | -20.2% | +140.5% | +127.8% |
| All | +111.7% | -40.6% | +152.3% | +147.4% |
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