-26.5%
LEN vs WU
-27.2%
+0.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -2.9% | -0.8% | -2.0% | -2.6% |
| 30D | -8.9% | -1.1% | -7.7% | -8.6% |
| 3M | -10.9% | -1.8% | -9.1% | -11.7% |
| 6M | -19.7% | -23.9% | +4.3% | -13.0% |
| YTD | -20.6% | -20.4% | -0.2% | -15.8% |
| 1Y | -42.4% | -10.6% | -31.9% | -42.3% |
| 3Y | -26.5% | -27.7% | +1.2% | -22.6% |
| All | -26.5% | -27.2% | +0.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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