+22,327.1%
ADBE vs LEN
+10,533.4%
+11,793.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.5% |
| 7D | -8.6% | -3.2% | -5.4% | -7.8% |
| 30D | +2.8% | -4.9% | +7.7% | +4.0% |
| 3M | +3.1% | -8.5% | +11.6% | +5.0% |
| 6M | -2.4% | -20.7% | +18.2% | +2.5% |
| YTD | -23.9% | -17.4% | -6.4% | -21.3% |
| 1Y | -22.6% | -38.2% | +15.7% | -14.1% |
| 3Y | -52.7% | -24.9% | -27.8% | -51.4% |
| 5Y | -60.0% | -11.4% | -48.6% | -60.9% |
| 10Y | +157.3% | +110.0% | +47.3% | +88.0% |
| All | +22,327.1% | +10,533.4% | +11,793.7% | +4,695.8% |
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