+908.7%
VZ vs LEN
+11,263.3%
-10,354.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | +2.1% | +2.1% | +0.1% | +1.8% |
| 30D | +1.4% | +16.6% | -15.2% | -0.6% |
| 3M | -1.3% | +5.3% | -6.6% | -2.1% |
| 6M | -0.5% | -0.8% | +0.2% | -0.9% |
| YTD | +19.6% | -11.7% | +31.4% | +20.5% |
| 1Y | +22.4% | -24.6% | +47.0% | +25.5% |
| 3Y | +55.9% | -18.7% | +74.6% | +56.4% |
| 5Y | +20.4% | -4.4% | +24.8% | +16.7% |
| 10Y | +66.9% | +152.2% | -85.3% | +37.3% |
| All | +908.7% | +11,263.3% | -10,354.6% | +443.1% |
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