+645.9%
VST vs LEN
-12.2%
+658.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +19.2% | -8.7% | +27.9% | +20.7% |
| 30D | -17.2% | +11.6% | -28.7% | -19.4% |
| 3M | -8.1% | -1.3% | -6.9% | -8.7% |
| 6M | -8.1% | -1.4% | -6.7% | -9.0% |
| YTD | -16.3% | -16.9% | +0.6% | -14.2% |
| 1Y | -24.1% | -31.2% | +7.0% | -20.0% |
| 3Y | +300.2% | -25.6% | +325.8% | +293.2% |
| 5Y | +645.9% | -13.3% | +659.2% | +554.9% |
| All | +645.9% | -12.2% | +658.1% | +554.9% |
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 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