+1,636.0%
VSH vs LEN
+10,533.4%
-8,897.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.8% |
| 7D | +4.1% | -3.2% | +7.2% | +5.1% |
| 30D | -4.2% | -4.9% | +0.7% | -2.7% |
| 3M | -50.0% | -8.5% | -41.5% | -48.8% |
| 6M | +80.2% | -20.7% | +100.8% | +92.9% |
| YTD | +121.1% | -17.4% | +138.5% | +132.2% |
| 1Y | +112.0% | -38.2% | +150.2% | +143.9% |
| 3Y | +22.5% | -24.9% | +47.4% | +31.7% |
| 5Y | +64.0% | -11.4% | +75.5% | +64.4% |
| 10Y | +170.4% | +110.0% | +60.3% | +96.0% |
| All | +1,636.0% | +10,533.4% | -8,897.5% | +305.4% |
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 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