+1,474.1%
VTR vs LEN
+2,232.2%
-758.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -3.7% | -8.9% | +5.1% | -1.2% |
| 3M | +13.5% | -10.9% | +24.4% | +16.7% |
| 6M | +7.2% | -19.7% | +26.9% | +13.0% |
| YTD | +17.6% | -20.6% | +38.2% | +23.7% |
| 1Y | +35.4% | -42.4% | +77.8% | +56.1% |
| 3Y | +132.8% | -26.5% | +159.4% | +141.4% |
| 5Y | +88.7% | -10.9% | +99.6% | +79.0% |
| 10Y | +87.6% | +100.6% | -13.0% | +34.2% |
| All | +1,474.1% | +2,232.2% | -758.1% | +477.3% |
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