-25.9%
UPS vs LEN
-25.9%
0.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -2.3% | -8.9% | +6.5% | +0.5% |
| 3M | -5.2% | -10.9% | +5.7% | -2.1% |
| 6M | +1.4% | -19.7% | +21.1% | +8.0% |
| YTD | +6.1% | -20.6% | +26.7% | +13.0% |
| 1Y | +27.0% | -42.4% | +69.4% | +49.6% |
| 3Y | -25.9% | -26.5% | +0.6% | -21.1% |
| All | -25.9% | -25.9% | 0.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling