+137,274.1%
UNH vs LEN
+10,125.0%
+127,149.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | -1.5% | -8.9% | +7.3% | 0.0% |
| 3M | -0.8% | -10.9% | +10.1% | +0.8% |
| 6M | +41.8% | -19.7% | +61.5% | +46.4% |
| YTD | +23.1% | -20.6% | +43.7% | +26.9% |
| 1Y | +28.5% | -42.4% | +70.9% | +39.8% |
| 3Y | -11.8% | -26.5% | +14.8% | -9.8% |
| 5Y | +5.3% | -10.9% | +16.3% | +2.1% |
| 10Y | +247.4% | +100.6% | +146.8% | +178.4% |
| All | +137,274.1% | +10,125.0% | +127,149.1% | +46,172.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling