+252.9%
UPS vs LEN
+1,358.0%
-1,105.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -1.2% |
| 7D | -0.6% | -8.7% | +8.2% | +1.2% |
| 30D | +16.4% | +11.6% | +4.9% | +13.8% |
| 3M | +7.9% | -1.3% | +9.2% | +7.8% |
| 6M | +15.8% | -1.4% | +17.3% | +15.5% |
| YTD | +16.6% | -16.9% | +33.4% | +19.9% |
| 1Y | +22.3% | -31.2% | +53.5% | +30.3% |
| 3Y | -6.2% | -25.6% | +19.4% | -2.6% |
| 5Y | -34.4% | -13.3% | -21.2% | -34.8% |
| 10Y | +41.7% | +138.4% | -96.7% | +10.7% |
| All | +252.9% | +1,358.0% | -1,105.2% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling