+954.4%
VTI vs LEN
+579.3%
+375.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | -1.1% | -8.9% | +7.8% | +1.0% |
| 3M | +3.9% | -10.9% | +14.8% | +6.3% |
| 6M | +14.6% | -19.7% | +34.3% | +19.9% |
| YTD | +13.3% | -20.6% | +33.9% | +18.4% |
| 1Y | +19.2% | -42.4% | +61.6% | +33.8% |
| 3Y | +77.4% | -26.5% | +103.9% | +83.9% |
| 5Y | +74.0% | -10.9% | +85.0% | +69.4% |
| 10Y | +294.6% | +100.6% | +194.0% | +197.1% |
| All | +954.4% | +579.3% | +375.0% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling