-18.7%
LEN vs URA
+36.0%
-54.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.5% |
| 7D | +2.1% | -4.1% | +6.2% | +2.4% |
| 30D | +16.6% | -19.0% | +35.6% | +18.9% |
| 3M | +5.3% | -25.1% | +30.4% | +8.2% |
| 6M | -0.8% | -44.5% | +43.7% | +4.4% |
| YTD | -11.7% | -24.3% | +12.6% | -9.3% |
| 1Y | -24.6% | -28.1% | +3.5% | -22.3% |
| 3Y | -18.7% | +40.7% | -59.3% | -25.0% |
| All | -18.7% | +36.0% | -54.6% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling