+87.1%
VTRS vs LEN
-27.3%
+114.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -2.2% | -4.8% | +2.6% | -0.7% |
| 30D | +3.3% | -6.6% | +9.9% | +5.4% |
| 3M | +2.0% | -15.7% | +17.7% | +7.1% |
| 6M | +19.9% | -16.6% | +36.6% | +25.8% |
| YTD | +35.7% | -21.3% | +57.1% | +44.2% |
| 1Y | +68.1% | -42.0% | +110.1% | +97.8% |
| 3Y | +87.1% | -27.9% | +115.0% | +95.4% |
| All | +87.1% | -27.3% | +114.4% | +95.4% |
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