-10.2%
UL vs LEN
-41.0%
+30.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.2% |
| 7D | -3.4% | -4.8% | +1.4% | -2.4% |
| 30D | +0.5% | -6.6% | +7.1% | +1.9% |
| 3M | +7.2% | -15.7% | +22.9% | +10.6% |
| 6M | -3.1% | -16.6% | +13.6% | -0.1% |
| YTD | -2.7% | -21.3% | +18.6% | +1.3% |
| 1Y | -10.2% | -42.0% | +31.8% | -4.1% |
| All | -10.2% | -41.0% | +30.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling