+35.6%
VSH vs LEN
-25.9%
+61.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.8% |
| 7D | +6.2% | -2.9% | +9.1% | +7.6% |
| 30D | -11.1% | -8.9% | -2.3% | -7.4% |
| 3M | -44.9% | -10.9% | -34.0% | -42.3% |
| 6M | +90.0% | -19.7% | +109.6% | +108.7% |
| YTD | +118.8% | -20.6% | +139.4% | +137.8% |
| 1Y | +109.0% | -42.4% | +151.4% | +170.7% |
| 3Y | +35.6% | -26.5% | +62.2% | +44.8% |
| All | +35.6% | -25.9% | +61.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling