-14.3%
UNH vs LEN
-28.8%
+14.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -3.2% | -7.8% | +4.6% | -2.6% |
| 30D | -3.5% | -11.0% | +7.6% | -2.6% |
| 3M | -4.2% | -12.8% | +8.6% | -3.3% |
| 6M | +38.3% | -20.2% | +58.5% | +40.6% |
| YTD | +19.2% | -23.0% | +42.2% | +21.2% |
| 1Y | +15.0% | -41.8% | +56.8% | +19.8% |
| All | -14.3% | -28.8% | +14.6% | -8.0% |
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