+240.3%
UMC vs LEN
-41.0%
+281.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.1% |
| 7D | +9.0% | -4.8% | +13.8% | +9.4% |
| 30D | +17.2% | -6.6% | +23.8% | +17.9% |
| 3M | +11.4% | -15.7% | +27.1% | +13.4% |
| 6M | +137.5% | -16.6% | +154.1% | +137.6% |
| YTD | +193.1% | -21.3% | +214.5% | +192.2% |
| 1Y | +240.3% | -42.0% | +282.3% | +229.7% |
| All | +240.3% | -41.0% | +281.3% | +229.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling