+129.7%
LEN vs UUUU
-91.9%
+221.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.9% | -3.9% |
| 7D | -2.9% | +2.8% | -5.7% | -3.1% |
| 30D | -8.9% | +3.4% | -12.3% | -9.2% |
| 3M | -10.9% | -3.9% | -7.0% | -11.0% |
| 6M | -19.7% | -23.2% | +3.5% | -18.6% |
| YTD | -20.6% | +0.6% | -21.1% | -22.3% |
| 1Y | -42.4% | +22.9% | -65.3% | -45.5% |
| 3Y | -26.5% | +98.6% | -125.2% | -35.7% |
| 5Y | -10.9% | +130.2% | -141.2% | -25.7% |
| 10Y | +100.6% | +519.5% | -418.9% | +40.4% |
| All | +129.7% | -91.9% | +221.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling