-1.1%
UNH vs LEN
-13.2%
+12.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.4% | -5.8% | +9.2% | +4.0% |
| 30D | +3.0% | +13.7% | -10.7% | +1.3% |
| 3M | +2.7% | -3.9% | +6.6% | +2.9% |
| 6M | +2.8% | -0.4% | +3.1% | +2.2% |
| YTD | +25.9% | -16.8% | +42.7% | +27.6% |
| 1Y | +25.8% | -29.5% | +55.3% | +30.4% |
| 3Y | -20.0% | -25.6% | +5.6% | -19.2% |
| All | -1.1% | -13.2% | +12.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling