+143.7%
LEN vs URA
+289.1%
-145.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +13.0% | -14.8% | +27.8% | +17.1% |
| 3M | +1.9% | -25.3% | +27.2% | +8.8% |
| 6M | -0.7% | -39.9% | +39.2% | +11.3% |
| YTD | -13.8% | -22.4% | +8.6% | -10.8% |
| 1Y | -28.1% | -29.0% | +0.9% | -24.2% |
| 3Y | -22.8% | +41.0% | -63.8% | -37.7% |
| 5Y | -7.4% | +38.3% | -45.7% | -27.9% |
| 10Y | +143.7% | +276.1% | -132.4% | +8.3% |
| All | +143.7% | +289.1% | -145.4% | +8.3% |
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