+81.9%
UBER vs LEN
-13.7%
+95.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.5% |
| 7D | -4.5% | -7.8% | +3.3% | -1.3% |
| 30D | -7.6% | -11.0% | +3.4% | -3.1% |
| 3M | +5.8% | -12.8% | +18.5% | +11.3% |
| 6M | +0.3% | -20.2% | +20.5% | +8.9% |
| YTD | -11.2% | -23.0% | +11.8% | -3.4% |
| 1Y | -23.0% | -41.8% | +18.8% | -6.0% |
| 3Y | +53.6% | -28.8% | +82.4% | +55.0% |
| 5Y | +81.9% | -12.6% | +94.5% | +52.5% |
| All | +81.9% | -13.7% | +95.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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