+6,893.4%
URI vs LEN
+1,178.8%
+5,714.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -2.0% | -3.2% | +1.2% | -0.6% |
| 30D | -12.9% | -4.9% | -8.1% | -11.2% |
| 3M | -6.7% | -8.5% | +1.8% | -3.7% |
| 6M | +19.0% | -20.7% | +39.7% | +30.2% |
| YTD | +25.5% | -17.4% | +42.9% | +34.5% |
| 1Y | +5.5% | -38.2% | +43.8% | +27.1% |
| 3Y | +111.3% | -24.9% | +136.2% | +129.8% |
| 5Y | +198.6% | -11.4% | +210.0% | +198.3% |
| 10Y | +1,179.9% | +110.0% | +1,069.9% | +734.1% |
| All | +6,893.4% | +1,178.8% | +5,714.6% | +1,698.3% |
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