+22.0%
VTR vs LEN
-21.9%
+43.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +2.1% |
| 7D | +10.0% | +10.5% | -0.4% | +9.5% |
| 30D | +9.6% | +24.6% | -15.0% | +8.7% |
| 3M | -1.2% | +6.6% | -7.9% | -2.0% |
| 6M | +2.8% | +10.6% | -7.8% | +2.0% |
| YTD | +17.4% | -8.3% | +25.7% | +17.0% |
| 1Y | +22.0% | -22.5% | +44.5% | +20.5% |
| All | +22.0% | -21.9% | +43.9% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling