+41.2%
USB vs LEN
-10.8%
+52.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.4% |
| 30D | -1.3% | -4.9% | +3.6% | 0.0% |
| 3M | +15.2% | -8.5% | +23.7% | +17.7% |
| 6M | +18.8% | -20.7% | +39.5% | +26.4% |
| YTD | +21.0% | -17.4% | +38.4% | +26.2% |
| 1Y | +34.0% | -38.2% | +72.3% | +52.9% |
| 3Y | +95.3% | -24.9% | +120.2% | +102.8% |
| All | +41.2% | -10.8% | +52.0% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling