+141.3%
LEN vs WU
-21.8%
+163.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.7% |
| 7D | -5.8% | -2.0% | -3.7% | -4.7% |
| 30D | +13.7% | +11.4% | +2.3% | +6.8% |
| 3M | -3.9% | -6.8% | +2.9% | -0.3% |
| 6M | -0.4% | -14.6% | +14.3% | +6.0% |
| YTD | -16.8% | -20.6% | +3.8% | -8.8% |
| 1Y | -29.5% | -15.4% | -14.1% | -25.7% |
| 3Y | -25.6% | -23.6% | -2.0% | -19.5% |
| 5Y | -13.2% | -43.4% | +30.1% | +7.7% |
| 10Y | +138.5% | -38.8% | +177.3% | +158.7% |
| All | +141.3% | -21.8% | +163.2% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling