+253.9%
UMC vs LEN
-28.8%
+282.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.0% |
| 7D | +11.4% | -7.8% | +19.1% | +12.7% |
| 30D | +16.8% | -11.0% | +27.8% | +18.8% |
| 3M | +19.1% | -12.8% | +31.9% | +21.2% |
| 6M | +137.4% | -20.2% | +157.6% | +144.2% |
| YTD | +186.4% | -23.0% | +209.4% | +194.2% |
| 1Y | +229.1% | -41.8% | +270.9% | +253.0% |
| All | +253.9% | -28.8% | +282.7% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling