+53.4%
VT vs LEN
-4.6%
+58.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.0% |
| 7D | -2.3% | +2.1% | -4.4% | -2.9% |
| 30D | -5.0% | +16.6% | -21.5% | -8.7% |
| 3M | -4.9% | +5.3% | -10.2% | -6.6% |
| 6M | -1.5% | -0.8% | -0.8% | -2.3% |
| YTD | +8.5% | -11.7% | +20.2% | +10.1% |
| 1Y | +11.4% | -24.6% | +36.0% | +17.4% |
| 3Y | +70.1% | -18.7% | +88.7% | +67.3% |
| All | +53.4% | -4.6% | +58.0% | +33.8% |
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