+33.9%
USB vs LEN
-30.4%
+64.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.6% | -5.8% | +8.4% | +3.7% |
| 30D | +8.4% | +13.7% | -5.3% | +5.8% |
| 3M | -5.5% | -3.9% | -1.7% | -5.1% |
| 6M | +17.7% | -0.4% | +18.1% | +16.8% |
| YTD | +17.6% | -16.8% | +34.4% | +17.7% |
| 1Y | +33.9% | -29.5% | +63.4% | +41.2% |
| All | +33.9% | -30.4% | +64.3% | +41.2% |
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