+27.1%
UPS vs LEN
-42.7%
+69.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.8% |
| 7D | -3.4% | -7.8% | +4.3% | -1.1% |
| 30D | -2.7% | -11.0% | +8.3% | +0.6% |
| 3M | -1.6% | -12.8% | +11.1% | +2.0% |
| 6M | +2.3% | -20.2% | +22.5% | +8.5% |
| YTD | +5.6% | -23.0% | +28.6% | +12.9% |
| 1Y | +27.1% | -41.8% | +68.9% | +46.2% |
| All | +27.1% | -42.7% | +69.8% | +46.2% |
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