+76.0%
VUG vs LEN
-10.6%
+86.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +1.1% |
| 30D | -1.7% | -5.7% | +4.0% | -0.1% |
| 3M | +2.8% | -12.2% | +15.0% | +6.3% |
| 6M | +13.6% | -18.3% | +31.9% | +19.6% |
| YTD | +8.1% | -20.2% | +28.3% | +13.6% |
| 1Y | +13.1% | -40.1% | +53.1% | +29.9% |
| 3Y | +87.0% | -26.2% | +113.2% | +84.4% |
| 5Y | +76.0% | -9.8% | +85.8% | +48.0% |
| All | +76.0% | -10.6% | +86.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling