+65.5%
VZ vs LEN
+166.0%
-100.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +10.6% | +19.4% | -8.8% | +8.3% |
| 3M | -0.6% | +4.5% | -5.1% | -1.3% |
| 6M | +0.7% | +4.9% | -4.2% | -0.2% |
| YTD | +20.6% | -8.9% | +29.5% | +21.0% |
| 1Y | +22.7% | -23.0% | +45.7% | +25.3% |
| 3Y | +57.2% | -16.7% | +73.9% | +57.2% |
| 5Y | +21.4% | -4.5% | +25.8% | +17.5% |
| 10Y | +65.5% | +162.2% | -96.7% | +49.6% |
| All | +65.5% | +166.0% | -100.5% | +49.6% |
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