+578.8%
LEN vs URA
-51.6%
+630.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -4.4% |
| 7D | +2.1% | -4.1% | +6.2% | +3.2% |
| 30D | +16.6% | -19.0% | +35.6% | +23.5% |
| 3M | +5.3% | -25.1% | +30.4% | +13.9% |
| 6M | -0.8% | -44.5% | +43.7% | +16.5% |
| YTD | -11.7% | -24.3% | +12.6% | -7.4% |
| 1Y | -24.6% | -28.1% | +3.5% | -20.1% |
| 3Y | -18.7% | +40.7% | -59.3% | -36.2% |
| 5Y | -4.4% | +35.5% | -39.9% | -27.6% |
| 10Y | +152.2% | +281.2% | -129.0% | +10.5% |
| All | +578.8% | -51.6% | +630.4% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling