-60.9%
ADBE vs LEN
-11.2%
-49.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | -5.4% | -4.8% | -0.6% | -3.8% |
| 30D | -2.5% | -6.6% | +4.1% | -0.4% |
| 3M | +15.3% | -15.7% | +30.9% | +21.3% |
| 6M | -7.8% | -16.6% | +8.8% | -3.4% |
| YTD | -27.9% | -21.3% | -6.6% | -23.8% |
| 1Y | -28.0% | -42.0% | +14.0% | -14.7% |
| 3Y | -55.3% | -27.9% | -27.4% | -56.2% |
| All | -60.9% | -11.2% | -49.7% | -67.5% |
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 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