+36.0%
UPS vs LEN
+103.6%
-67.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.7% |
| 7D | -3.4% | -7.8% | +4.3% | -1.4% |
| 30D | -2.7% | -11.0% | +8.3% | +0.1% |
| 3M | -1.6% | -12.8% | +11.1% | +1.5% |
| 6M | +2.3% | -20.2% | +22.5% | +7.8% |
| YTD | +5.6% | -23.0% | +28.6% | +12.0% |
| 1Y | +27.1% | -41.8% | +68.9% | +44.2% |
| 3Y | -26.3% | -28.8% | +2.5% | -21.7% |
| 5Y | -34.5% | -12.6% | -21.9% | -35.0% |
| All | +36.0% | +103.6% | -67.6% | +10.1% |
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