+1,842.6%
UMC vs LEN
+108.0%
+1,734.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +9.0% | -4.8% | +13.8% | +10.2% |
| 30D | +17.2% | -6.6% | +23.8% | +19.0% |
| 3M | +11.4% | -15.7% | +27.1% | +15.4% |
| 6M | +137.5% | -16.6% | +154.1% | +146.6% |
| YTD | +193.1% | -21.3% | +214.5% | +206.6% |
| 1Y | +240.3% | -42.0% | +282.3% | +281.8% |
| 3Y | +262.2% | -27.9% | +290.1% | +273.3% |
| 5Y | +143.1% | -10.7% | +153.8% | +132.5% |
| All | +1,842.6% | +108.0% | +1,734.5% | +1,432.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling