-25.6%
LEN vs URA
+35.4%
-61.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.8% | -1.5% | -4.2% | -5.6% |
| 30D | +13.7% | -10.4% | +24.1% | +14.8% |
| 3M | -3.9% | -29.6% | +25.8% | -0.6% |
| 6M | -0.4% | -40.3% | +39.9% | +4.3% |
| YTD | -16.8% | -25.5% | +8.6% | -14.3% |
| 1Y | -29.5% | -26.4% | -3.1% | -27.4% |
| 3Y | -25.6% | +31.4% | -57.0% | -31.3% |
| All | -25.6% | +35.4% | -61.0% | -31.3% |
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 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