+35.9%
UL vs LEN
-25.9%
+61.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.1% | -5.8% | +6.9% | +2.1% |
| 30D | +4.5% | +13.7% | -9.2% | +2.4% |
| 3M | +6.5% | -3.9% | +10.3% | +6.8% |
| 6M | +18.2% | -0.4% | +18.5% | +17.7% |
| YTD | +4.7% | -16.8% | +21.5% | +6.6% |
| 1Y | +0.8% | -29.5% | +30.3% | +4.5% |
| 3Y | +35.9% | -25.6% | +61.5% | +41.3% |
| All | +35.9% | -25.9% | +61.7% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling