+1,157.2%
URI vs LEN
+99.2%
+1,058.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +2.5% |
| 7D | +2.5% | -2.9% | +5.4% | +4.0% |
| 30D | -12.5% | -8.9% | -3.7% | -8.5% |
| 3M | -6.2% | -10.9% | +4.7% | -1.3% |
| 6M | +25.9% | -19.7% | +45.5% | +39.2% |
| YTD | +26.2% | -20.6% | +46.8% | +39.6% |
| 1Y | +5.5% | -42.4% | +47.9% | +36.9% |
| 3Y | +125.0% | -26.5% | +151.5% | +148.1% |
| 5Y | +210.4% | -10.9% | +221.4% | +200.3% |
| 10Y | +1,157.2% | +100.6% | +1,056.6% | +685.6% |
| All | +1,157.2% | +99.2% | +1,058.0% | +685.6% |
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