+1,112.0%
VST vs LEN
+148.4%
+963.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.7% | +11.3% |
| 7D | -9.8% | +2.1% | -11.9% | -10.7% |
| 30D | -25.1% | +16.6% | -41.7% | -28.5% |
| 3M | -11.6% | +5.3% | -16.9% | -13.7% |
| 6M | -20.9% | -0.8% | -20.2% | -22.0% |
| YTD | -22.3% | -11.7% | -10.6% | -21.2% |
| 1Y | -32.0% | -24.6% | -7.4% | -28.7% |
| 3Y | +262.4% | -18.7% | +281.1% | +256.7% |
| 5Y | +563.4% | -4.4% | +567.8% | +504.7% |
| All | +1,112.0% | +148.4% | +963.6% | +688.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling