+20.6%
UL vs LEN
-10.6%
+31.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | -3.2% | -3.4% | +0.2% | -2.6% |
| 30D | -0.6% | -5.7% | +5.1% | +0.4% |
| 3M | +9.4% | -12.2% | +21.7% | +11.7% |
| 6M | -4.1% | -18.3% | +14.2% | -1.1% |
| YTD | -2.0% | -20.2% | +18.2% | +1.3% |
| 1Y | -9.0% | -40.1% | +31.1% | -1.5% |
| 3Y | +21.8% | -26.2% | +48.0% | +24.0% |
| 5Y | +20.6% | -9.8% | +30.4% | +18.1% |
| All | +20.6% | -10.6% | +31.2% | +18.1% |
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 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