+64.4%
UL vs LEN
+108.0%
-43.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.3% |
| 7D | -3.4% | -4.8% | +1.4% | -2.6% |
| 30D | +0.5% | -6.6% | +7.1% | +1.6% |
| 3M | +7.2% | -15.7% | +22.9% | +10.0% |
| 6M | -3.1% | -16.6% | +13.6% | -0.6% |
| YTD | -2.7% | -21.3% | +18.6% | +0.5% |
| 1Y | -10.2% | -42.0% | +31.8% | -3.0% |
| 3Y | +20.3% | -27.9% | +48.2% | +23.6% |
| 5Y | +19.9% | -10.7% | +30.6% | +17.0% |
| All | +64.4% | +108.0% | -43.7% | +41.6% |
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