+74.9%
USAR vs LEN
-31.1%
+106.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | +2.6% | -4.9% | +7.5% | +3.2% |
| 3M | -35.0% | -8.5% | -26.5% | -34.4% |
| 6M | -6.9% | -20.7% | +13.8% | -7.5% |
| YTD | +48.0% | -17.4% | +65.4% | +46.3% |
| 1Y | +24.8% | -38.2% | +63.1% | +22.0% |
| 3Y | +73.2% | -24.9% | +98.1% | +72.3% |
| All | +74.9% | -31.1% | +106.0% | +73.8% |
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 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