+203.4%
URI vs LEN
-10.8%
+214.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -2.0% | -3.2% | +1.2% | -0.4% |
| 30D | -12.9% | -4.9% | -8.1% | -10.9% |
| 3M | -6.7% | -8.5% | +1.8% | -3.1% |
| 6M | +19.0% | -20.7% | +39.7% | +32.7% |
| YTD | +25.5% | -17.4% | +42.9% | +36.2% |
| 1Y | +5.5% | -38.2% | +43.8% | +32.6% |
| 3Y | +111.3% | -24.9% | +136.2% | +125.9% |
| All | +203.4% | -10.8% | +214.2% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling