+91.5%
USB vs LEN
-18.1%
+109.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | +5.8% | +16.6% | -10.7% | +1.2% |
| 3M | -6.0% | +5.3% | -11.3% | -7.9% |
| 6M | +7.8% | -0.8% | +8.5% | +6.9% |
| YTD | +14.6% | -11.7% | +26.3% | +16.4% |
| 1Y | +31.8% | -24.6% | +56.4% | +40.7% |
| 3Y | +91.5% | -18.7% | +110.2% | +62.1% |
| All | +91.5% | -18.1% | +109.6% | +62.1% |
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 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