+152.7%
URI vs LEN
-25.9%
+178.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.3% |
| 7D | +9.3% | -8.7% | +18.1% | +13.4% |
| 30D | +7.6% | +11.6% | -4.0% | +2.0% |
| 3M | +1.0% | -1.3% | +2.3% | +0.4% |
| 6M | +19.8% | -1.4% | +21.3% | +18.3% |
| YTD | +41.9% | -16.9% | +58.7% | +50.3% |
| 1Y | +33.4% | -31.2% | +64.5% | +53.4% |
| All | +152.7% | -25.9% | +178.6% | +133.0% |
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