+9,738.8%
UNP vs LEN
+10,606.4%
-867.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | -5.8% | +10.0% | +5.5% |
| 30D | +5.6% | +13.7% | -8.1% | +2.4% |
| 3M | +2.0% | -3.9% | +5.9% | +2.4% |
| 6M | +15.4% | -0.4% | +15.8% | +14.4% |
| YTD | +32.7% | -16.8% | +49.6% | +36.3% |
| 1Y | +39.4% | -29.5% | +68.9% | +48.3% |
| 3Y | +54.3% | -25.6% | +79.9% | +59.4% |
| 5Y | +39.6% | -13.2% | +52.9% | +36.5% |
| 10Y | +288.9% | +138.5% | +150.4% | +189.7% |
| All | +9,738.8% | +10,606.4% | -867.6% | +3,164.0% |
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