+1,250.4%
VUG vs LEN
+156.8%
+1,093.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.1% | -3.2% | +3.1% | +0.6% |
| 30D | -0.3% | -4.9% | +4.6% | +0.7% |
| 3M | -0.7% | -8.5% | +7.8% | +0.9% |
| 6M | +14.6% | -20.7% | +35.3% | +19.9% |
| YTD | +9.0% | -17.4% | +26.4% | +12.6% |
| 1Y | +14.9% | -38.2% | +53.1% | +26.0% |
| 3Y | +86.0% | -24.9% | +110.9% | +91.0% |
| 5Y | +76.7% | -11.4% | +88.1% | +72.9% |
| 10Y | +411.3% | +110.0% | +301.3% | +292.7% |
| All | +1,250.4% | +156.8% | +1,093.6% | +654.0% |
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 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