+54.6%
VSH vs LEN
-7.9%
+62.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.9% |
| 7D | +12.8% | -6.4% | +19.1% | +15.8% |
| 30D | -9.0% | +15.6% | -24.7% | -16.1% |
| 3M | -12.2% | -0.8% | -11.4% | -13.8% |
| 6M | -15.9% | +0.4% | -16.3% | -18.4% |
| YTD | +103.2% | -14.1% | +117.4% | +109.2% |
| 1Y | +108.4% | -29.6% | +138.1% | +136.6% |
| 3Y | +41.6% | -23.1% | +64.7% | +49.6% |
| 5Y | +54.6% | -8.9% | +63.5% | +45.4% |
| All | +54.6% | -7.9% | +62.5% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling