-20.0%
UNH vs LEN
-25.9%
+5.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.4% | -5.8% | +9.2% | +3.8% |
| 30D | +3.0% | +13.7% | -10.7% | +1.9% |
| 3M | +2.7% | -3.9% | +6.6% | +2.8% |
| 6M | +2.8% | -0.4% | +3.1% | +2.4% |
| YTD | +25.9% | -16.8% | +42.7% | +27.0% |
| 1Y | +25.8% | -29.5% | +55.3% | +29.2% |
| 3Y | -20.0% | -25.6% | +5.6% | -13.9% |
| All | -20.0% | -25.9% | +5.8% | -13.9% |
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