+51.7%
UNP vs LEN
-10.6%
+62.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -1.7% | -3.4% | +1.7% | -0.9% |
| 30D | -2.1% | -5.7% | +3.5% | -0.8% |
| 3M | +5.4% | -12.2% | +17.7% | +8.3% |
| 6M | +13.4% | -18.3% | +31.7% | +18.2% |
| YTD | +25.0% | -20.2% | +45.2% | +30.8% |
| 1Y | +34.6% | -40.1% | +74.6% | +50.7% |
| 3Y | +43.6% | -26.2% | +69.8% | +48.5% |
| 5Y | +51.7% | -9.8% | +61.6% | +44.7% |
| All | +51.7% | -10.6% | +62.3% | +44.7% |
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