+7,210.0%
URI vs LEN
+1,266.6%
+5,943.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.5% |
| 7D | -9.8% | +2.1% | -11.9% | -11.0% |
| 30D | +1.7% | +16.6% | -14.8% | -5.4% |
| 3M | -9.1% | +5.3% | -14.4% | -12.2% |
| 6M | +9.9% | -0.8% | +10.6% | +8.1% |
| YTD | +31.2% | -11.7% | +43.0% | +35.1% |
| 1Y | +25.9% | -24.6% | +50.5% | +38.2% |
| 3Y | +147.4% | -18.7% | +166.1% | +157.0% |
| 5Y | +179.7% | -4.4% | +184.2% | +167.5% |
| 10Y | +1,419.5% | +152.2% | +1,267.4% | +807.1% |
| All | +7,210.0% | +1,266.6% | +5,943.4% | +1,706.0% |
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 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