+2,762.7%
UL vs LEN
+10,606.4%
-7,843.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.1% | -5.8% | +6.9% | +1.9% |
| 30D | +4.5% | +13.7% | -9.2% | +2.7% |
| 3M | +6.5% | -3.9% | +10.3% | +6.8% |
| 6M | +18.2% | -0.4% | +18.5% | +17.8% |
| YTD | +4.7% | -16.8% | +21.5% | +6.5% |
| 1Y | +0.8% | -29.5% | +30.3% | +4.5% |
| 3Y | +35.9% | -25.6% | +61.5% | +38.4% |
| 5Y | +33.4% | -13.2% | +46.6% | +31.7% |
| 10Y | +106.9% | +138.5% | -31.6% | +73.4% |
| All | +2,762.7% | +10,606.4% | -7,843.7% | +1,318.2% |
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