+113.0%
VWO vs LEN
+108.0%
+5.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | -0.1% | -6.6% | +6.5% | +1.3% |
| 3M | +2.2% | -15.7% | +17.9% | +5.7% |
| 6M | +8.8% | -16.6% | +25.4% | +12.5% |
| YTD | +12.4% | -21.3% | +33.7% | +17.3% |
| 1Y | +15.6% | -42.0% | +57.6% | +28.4% |
| 3Y | +62.5% | -27.9% | +90.4% | +67.7% |
| 5Y | +34.3% | -10.7% | +45.0% | +28.4% |
| All | +113.0% | +108.0% | +5.0% | +60.7% |
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