+8,438.8%
USB vs LEN
+10,533.4%
-2,094.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 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% | +17.6% |
| 6M | +18.8% | -20.7% | +39.5% | +26.0% |
| YTD | +21.0% | -17.4% | +38.4% | +26.2% |
| 1Y | +34.0% | -38.2% | +72.3% | +51.3% |
| 3Y | +95.3% | -24.9% | +120.2% | +104.9% |
| 5Y | +40.4% | -11.4% | +51.8% | +36.9% |
| 10Y | +107.3% | +110.0% | -2.7% | +46.1% |
| All | +8,438.8% | +10,533.4% | -2,094.6% | +2,193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling