+1,357.8%
VSH vs LEN
+10,606.4%
-9,248.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +14.3% | -5.8% | +20.1% | +16.6% |
| 30D | -7.9% | +13.7% | -21.6% | -12.7% |
| 3M | -19.9% | -3.9% | -16.0% | -20.1% |
| 6M | -30.5% | -0.4% | -30.2% | -31.8% |
| YTD | +85.7% | -16.8% | +102.5% | +91.8% |
| 1Y | +98.9% | -29.5% | +128.4% | +116.5% |
| 3Y | +32.1% | -25.6% | +57.7% | +40.6% |
| 5Y | +39.7% | -13.2% | +52.9% | +39.1% |
| 10Y | +117.6% | +138.5% | -20.9% | +49.8% |
| All | +1,357.8% | +10,606.4% | -9,248.6% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling