+130.8%
VTR vs LEN
-28.8%
+159.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.6% |
| 7D | -1.8% | -7.8% | +5.9% | -0.8% |
| 30D | +4.0% | -11.0% | +15.0% | +5.5% |
| 3M | +7.8% | -12.8% | +20.6% | +9.5% |
| 6M | +6.4% | -20.2% | +26.6% | +9.2% |
| YTD | +18.3% | -23.0% | +41.3% | +21.6% |
| 1Y | +33.9% | -41.8% | +75.8% | +44.4% |
| All | +130.8% | -28.8% | +159.7% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling