+107.5%
UL vs LEN
+136.8%
-29.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | -2.5% | -8.7% | +6.3% | -1.0% |
| 30D | +5.7% | +11.6% | -5.9% | +3.7% |
| 3M | +7.0% | -1.3% | +8.2% | +6.9% |
| 6M | +16.1% | -1.4% | +17.5% | +15.8% |
| YTD | +3.6% | -16.9% | +20.4% | +5.8% |
| 1Y | -1.4% | -31.2% | +29.8% | +3.6% |
| 3Y | +34.1% | -25.6% | +59.6% | +36.9% |
| 5Y | +32.0% | -13.3% | +45.3% | +29.0% |
| All | +107.5% | +136.8% | -29.3% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling