+45.9%
UPS vs LEN
+136.9%
-91.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | -5.8% | +9.6% | +5.4% |
| 30D | +17.4% | +13.7% | +3.6% | +13.3% |
| 3M | +8.2% | -3.9% | +12.1% | +8.8% |
| 6M | +17.9% | -0.4% | +18.3% | +17.1% |
| YTD | +18.7% | -16.8% | +35.5% | +23.0% |
| 1Y | +24.8% | -29.5% | +54.3% | +34.6% |
| 3Y | -4.5% | -25.6% | +21.0% | 0.0% |
| 5Y | -33.2% | -13.2% | -20.0% | -34.2% |
| All | +45.9% | +136.9% | -91.0% | +12.0% |
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 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