+83.9%
VUG vs LEN
-28.8%
+112.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -1.9% | -7.8% | +5.9% | -0.7% |
| 30D | -1.6% | -11.0% | +9.5% | +0.2% |
| 3M | +4.4% | -12.8% | +17.2% | +6.3% |
| 6M | +13.2% | -20.2% | +33.4% | +16.6% |
| YTD | +7.5% | -23.0% | +30.5% | +10.8% |
| 1Y | +12.5% | -41.8% | +54.3% | +21.4% |
| All | +83.9% | -28.8% | +112.8% | +76.0% |
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