+100.6%
LEN vs URA
+371.9%
-271.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -7.0% | -4.6% |
| 7D | -2.9% | +8.1% | -11.0% | -4.8% |
| 30D | -8.9% | +5.8% | -14.6% | -10.3% |
| 3M | -10.9% | +3.4% | -14.3% | -12.2% |
| 6M | -19.7% | -2.6% | -17.0% | -20.1% |
| YTD | -20.6% | +11.2% | -31.7% | -24.5% |
| 1Y | -42.4% | +19.8% | -62.3% | -47.5% |
| 3Y | -26.5% | +121.5% | -148.0% | -47.4% |
| 5Y | -10.9% | +134.5% | -145.4% | -41.3% |
| 10Y | +100.6% | +376.7% | -276.1% | -15.8% |
| All | +100.6% | +371.9% | -271.3% | -15.8% |
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