+277.6%
UNP vs LEN
+108.0%
+169.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -1.8% | -4.8% | +3.0% | -0.5% |
| 30D | -2.7% | -6.6% | +3.8% | -1.0% |
| 3M | +6.5% | -15.7% | +22.2% | +11.1% |
| 6M | +14.4% | -16.6% | +31.0% | +19.2% |
| YTD | +24.8% | -21.3% | +46.2% | +31.9% |
| 1Y | +34.4% | -42.0% | +76.5% | +54.3% |
| 3Y | +43.6% | -27.9% | +71.5% | +50.5% |
| 5Y | +53.2% | -10.7% | +63.9% | +46.1% |
| All | +277.6% | +108.0% | +169.6% | +160.3% |
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 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