+58.0%
VZ vs LEN
-25.9%
+83.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.2% |
| 7D | +0.9% | -8.7% | +9.7% | +1.8% |
| 30D | +6.9% | +11.6% | -4.6% | +5.8% |
| 3M | +0.6% | -1.3% | +1.9% | +0.6% |
| 6M | +0.3% | -1.4% | +1.7% | +0.1% |
| YTD | +21.9% | -16.9% | +38.8% | +23.0% |
| 1Y | +21.7% | -31.2% | +52.8% | +24.8% |
| All | +58.0% | -25.9% | +83.9% | +63.7% |
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 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