+228.4%
UNH vs LEN
+108.0%
+120.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -2.8% |
| 7D | -4.5% | -4.8% | +0.2% | -3.6% |
| 30D | -6.5% | -6.6% | 0.0% | -5.3% |
| 3M | -6.0% | -15.7% | +9.7% | -3.0% |
| 6M | +33.7% | -16.6% | +50.3% | +37.8% |
| YTD | +16.4% | -21.3% | +37.7% | +21.0% |
| 1Y | +10.1% | -42.0% | +52.1% | +22.2% |
| 3Y | -16.3% | -27.9% | +11.6% | -14.3% |
| 5Y | +2.1% | -10.7% | +12.8% | -3.7% |
| All | +228.4% | +108.0% | +120.3% | +123.1% |
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