+297.8%
VTI vs LEN
+108.0%
+189.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -0.9% | -4.8% | +3.9% | +0.4% |
| 30D | -1.4% | -6.6% | +5.1% | +0.3% |
| 3M | +3.6% | -15.7% | +19.3% | +7.9% |
| 6M | +13.6% | -16.6% | +30.2% | +18.3% |
| YTD | +12.9% | -21.3% | +34.3% | +18.8% |
| 1Y | +17.2% | -42.0% | +59.3% | +33.6% |
| 3Y | +75.7% | -27.9% | +103.6% | +82.3% |
| 5Y | +75.4% | -10.7% | +86.1% | +66.6% |
| All | +297.8% | +108.0% | +189.7% | +187.1% |
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 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