+260.9%
UMC vs LEN
+826.7%
-565.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +6.2% |
| 7D | +6.6% | -2.9% | +9.5% | +7.4% |
| 30D | +16.6% | -8.9% | +25.4% | +19.5% |
| 3M | +11.0% | -10.9% | +21.9% | +14.0% |
| 6M | +131.3% | -19.7% | +151.0% | +144.2% |
| YTD | +182.5% | -20.6% | +203.1% | +197.3% |
| 1Y | +222.3% | -42.4% | +264.7% | +269.2% |
| 3Y | +253.0% | -26.5% | +279.6% | +266.1% |
| 5Y | +141.8% | -10.9% | +152.8% | +133.8% |
| 10Y | +1,772.2% | +100.6% | +1,671.6% | +1,196.1% |
| All | +260.9% | +826.7% | -565.8% | +11.8% |
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