+101.1%
AKAM vs LEN
+108.0%
-6.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | +1.5% | -4.8% | +6.3% | +2.4% |
| 30D | -13.0% | -6.6% | -6.5% | -11.9% |
| 3M | -19.4% | -15.7% | -3.7% | -17.0% |
| 6M | +0.3% | -16.6% | +16.9% | +3.3% |
| YTD | +22.4% | -21.3% | +43.7% | +26.9% |
| 1Y | +34.8% | -42.0% | +76.9% | +48.5% |
| 3Y | +1.9% | -27.9% | +29.9% | +5.9% |
| 5Y | -4.6% | -10.7% | +6.1% | -6.5% |
| All | +101.1% | +108.0% | -6.9% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling