+79.8%
USB vs LEN
+136.8%
-57.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.6% |
| 7D | +1.2% | -8.7% | +10.0% | +4.0% |
| 30D | +6.3% | +11.6% | -5.3% | +2.4% |
| 3M | -6.1% | -1.3% | -4.9% | -6.5% |
| 6M | +13.0% | -1.4% | +14.4% | +12.0% |
| YTD | +16.6% | -16.9% | +33.4% | +20.7% |
| 1Y | +31.1% | -31.2% | +62.3% | +43.9% |
| 3Y | +100.9% | -25.6% | +126.5% | +110.0% |
| 5Y | +24.5% | -13.3% | +37.8% | +20.6% |
| All | +79.8% | +136.8% | -57.1% | +20.0% |
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 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