-10.4%
LEN vs UUUU
+79.1%
-89.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.0% | +7.2% | +2.6% |
| 7D | -4.8% | -10.5% | +5.7% | -3.9% |
| 30D | -6.6% | -10.5% | +3.9% | -5.8% |
| 3M | -15.7% | -14.1% | -1.5% | -14.9% |
| 6M | -16.6% | -35.5% | +18.8% | -14.4% |
| YTD | -21.3% | -10.9% | -10.4% | -22.4% |
| 1Y | -42.0% | +3.4% | -45.4% | -44.8% |
| 3Y | -27.9% | +73.1% | -101.0% | -38.4% |
| All | -10.4% | +79.1% | -89.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling