+769.3%
VST vs LEN
-10.8%
+780.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.7% |
| 7D | +8.9% | -3.2% | +12.1% | +9.6% |
| 30D | +6.2% | -4.9% | +11.1% | +7.1% |
| 3M | -2.7% | -8.5% | +5.8% | -1.3% |
| 6M | -8.4% | -20.7% | +12.3% | -4.7% |
| YTD | -7.2% | -17.4% | +10.2% | -4.0% |
| 1Y | -20.9% | -38.2% | +17.4% | -14.5% |
| 3Y | +384.0% | -24.9% | +408.9% | +377.3% |
| All | +769.3% | -10.8% | +780.1% | +651.1% |
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