-22.5%
LEN vs URA
-32.2%
+9.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.1% | +7.2% |
| 7D | +10.5% | -10.5% | +21.0% | +12.2% |
| 30D | +24.6% | -18.6% | +43.3% | +28.6% |
| 3M | +6.6% | -23.0% | +29.7% | +10.9% |
| 6M | +10.6% | -40.3% | +50.9% | +19.0% |
| YTD | -8.3% | -23.5% | +15.2% | -3.9% |
| 1Y | -22.5% | -31.1% | +8.6% | -17.9% |
| All | -22.5% | -32.2% | +9.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling