+34.0%
USB vs LEN
-37.1%
+71.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -1.3% | -4.9% | +3.6% | -0.5% |
| 3M | +15.2% | -8.5% | +23.7% | +16.6% |
| 6M | +18.8% | -20.7% | +39.5% | +22.1% |
| YTD | +21.0% | -17.4% | +38.4% | +22.3% |
| 1Y | +34.0% | -38.2% | +72.3% | +39.1% |
| All | +34.0% | -37.1% | +71.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling