+1,495.8%
VSH vs LEN
+10,954.7%
-9,458.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.9% |
| 7D | +12.8% | -6.4% | +19.1% | +15.1% |
| 30D | -9.0% | +15.6% | -24.7% | -14.2% |
| 3M | -12.2% | -0.8% | -11.4% | -13.4% |
| 6M | -15.9% | +0.4% | -16.3% | -17.7% |
| YTD | +103.2% | -14.1% | +117.4% | +107.8% |
| 1Y | +108.4% | -29.6% | +138.1% | +127.0% |
| 3Y | +41.6% | -23.1% | +64.7% | +49.0% |
| 5Y | +54.6% | -8.9% | +63.5% | +51.5% |
| 10Y | +138.2% | +146.2% | -8.1% | +62.2% |
| All | +1,495.8% | +10,954.7% | -9,458.9% | +262.7% |
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