+92.5%
USB vs LEN
-15.5%
+108.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.5% | +7.2% | -8.6% | -3.4% |
| 30D | +4.3% | +19.1% | -14.8% | -0.9% |
| 3M | -6.1% | +4.9% | -11.0% | -7.8% |
| 6M | +9.4% | +7.6% | +1.8% | +6.0% |
| YTD | +15.2% | -8.9% | +24.1% | +16.0% |
| 1Y | +32.8% | -22.7% | +55.5% | +40.9% |
| All | +92.5% | -15.5% | +108.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling