+30.6%
UPS vs LEN
-21.9%
+52.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +2.7% |
| 7D | +8.2% | +10.5% | -2.2% | +5.1% |
| 30D | +22.7% | +24.6% | -1.9% | +15.1% |
| 3M | +6.4% | +6.6% | -0.2% | +4.2% |
| 6M | +22.6% | +10.6% | +12.0% | +18.2% |
| YTD | +20.7% | -8.3% | +29.0% | +22.7% |
| 1Y | +30.6% | -22.5% | +53.2% | +38.9% |
| All | +30.6% | -21.9% | +52.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling