-19.0%
USAR vs LEN
-30.7%
+11.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.8% | -5.8% | +5.0% | 0.0% |
| 30D | -20.9% | +13.7% | -34.6% | -22.4% |
| 3M | -56.2% | -3.9% | -52.3% | -56.1% |
| 6M | -67.9% | -0.4% | -67.5% | -68.0% |
| YTD | -31.4% | -16.8% | -14.6% | -32.5% |
| 1Y | -45.1% | -29.5% | -15.6% | -46.5% |
| 3Y | -20.3% | -25.6% | +5.3% | -21.1% |
| All | -19.0% | -30.7% | +11.7% | -19.8% |
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