-40.4%
LEN vs URA
+19.9%
-60.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -7.0% | -4.1% |
| 7D | -2.9% | +8.1% | -11.0% | -3.6% |
| 30D | -8.9% | +5.8% | -14.6% | -9.5% |
| 3M | -10.9% | +3.4% | -14.3% | -11.5% |
| 6M | -19.7% | -2.6% | -17.0% | -19.6% |
| YTD | -20.6% | +11.2% | -31.7% | -19.2% |
| All | -40.4% | +19.9% | -60.3% | -36.0% |
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