+2,653.9%
UL vs LEN
+10,533.4%
-7,879.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -1.3% | -3.2% | +1.8% | -0.9% |
| 30D | +0.5% | -4.9% | +5.4% | +1.1% |
| 3M | +17.6% | -8.5% | +26.1% | +18.7% |
| 6M | -5.4% | -20.7% | +15.3% | -2.8% |
| YTD | +0.7% | -17.4% | +18.1% | +2.7% |
| 1Y | -9.3% | -38.2% | +29.0% | -4.2% |
| 3Y | +24.5% | -24.9% | +49.4% | +26.8% |
| 5Y | +23.2% | -11.4% | +34.7% | +21.5% |
| 10Y | +64.5% | +110.0% | -45.6% | +40.2% |
| All | +2,653.9% | +10,533.4% | -7,879.6% | +1,268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling