+59.3%
USAR vs LEN
-35.8%
+95.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.4% | -5.6% |
| 7D | -9.3% | -7.8% | -1.6% | -8.5% |
| 30D | -15.2% | -11.0% | -4.2% | -14.1% |
| 3M | -21.1% | -12.8% | -8.3% | -19.9% |
| 6M | -21.6% | -20.2% | -1.4% | -21.1% |
| YTD | +34.8% | -23.0% | +57.8% | +34.4% |
| 1Y | +15.6% | -41.8% | +57.5% | +14.0% |
| 3Y | +57.7% | -28.8% | +86.5% | +58.1% |
| All | +59.3% | -35.8% | +95.1% | +59.6% |
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