+132.3%
LEN vs URA
+272.2%
-139.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.2% |
| 7D | -8.7% | +4.5% | -13.2% | -9.7% |
| 30D | +11.6% | -13.4% | +25.0% | +15.2% |
| 3M | -1.3% | -28.4% | +27.1% | +6.7% |
| 6M | -1.4% | -40.5% | +39.0% | +10.9% |
| YTD | -16.9% | -24.3% | +7.4% | -13.4% |
| 1Y | -31.2% | -28.8% | -2.3% | -27.4% |
| 3Y | -25.6% | +37.6% | -63.2% | -39.5% |
| 5Y | -13.3% | +30.7% | -43.9% | -31.2% |
| All | +132.3% | +272.2% | -139.9% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling