+8,200.6%
USB vs LEN
+11,705.1%
-3,504.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | -0.1% |
| 7D | +2.4% | +10.5% | -8.1% | -0.6% |
| 30D | +6.6% | +24.6% | -18.1% | -0.3% |
| 3M | -4.1% | +6.6% | -10.7% | -6.5% |
| 6M | +12.5% | +10.6% | +1.8% | +7.9% |
| YTD | +17.6% | -8.3% | +25.9% | +18.3% |
| 1Y | +36.5% | -22.5% | +59.0% | +43.8% |
| 3Y | +95.4% | -16.3% | +111.7% | +97.6% |
| 5Y | +26.1% | +2.1% | +24.0% | +17.5% |
| 10Y | +101.3% | +162.0% | -60.7% | +32.6% |
| All | +8,200.6% | +11,705.1% | -3,504.4% | +2,050.6% |
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