+136,006.1%
UNH vs LEN
+10,533.4%
+125,472.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | -3.8% | -4.9% | +1.1% | -3.0% |
| 3M | +0.7% | -8.5% | +9.2% | +2.0% |
| 6M | +37.9% | -20.7% | +58.5% | +42.6% |
| YTD | +21.9% | -17.4% | +39.3% | +24.9% |
| 1Y | +31.4% | -38.2% | +69.6% | +41.3% |
| 3Y | -11.4% | -24.9% | +13.5% | -9.8% |
| 5Y | +2.5% | -11.4% | +14.0% | -0.5% |
| 10Y | +242.9% | +110.0% | +132.8% | +172.6% |
| All | +136,006.1% | +10,533.4% | +125,472.7% | +45,443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling