+409.6%
VUG vs LEN
+103.6%
+306.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -1.9% | -7.8% | +5.9% | +0.3% |
| 30D | -1.6% | -11.0% | +9.5% | +1.6% |
| 3M | +4.4% | -12.8% | +17.2% | +7.8% |
| 6M | +13.2% | -20.2% | +33.4% | +19.5% |
| YTD | +7.5% | -23.0% | +30.5% | +13.9% |
| 1Y | +12.5% | -41.8% | +54.3% | +28.4% |
| 3Y | +86.0% | -28.8% | +114.8% | +92.7% |
| 5Y | +76.5% | -12.6% | +89.1% | +67.6% |
| All | +409.6% | +103.6% | +306.0% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling