+1.9%
AKAM vs LEN
-27.3%
+29.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | +1.5% | -4.8% | +6.3% | +2.6% |
| 30D | -13.0% | -6.6% | -6.5% | -11.8% |
| 3M | -19.4% | -15.7% | -3.7% | -16.5% |
| 6M | +0.3% | -16.6% | +16.9% | +3.7% |
| YTD | +22.4% | -21.3% | +43.7% | +27.4% |
| 1Y | +34.8% | -42.0% | +76.9% | +52.4% |
| 3Y | +1.9% | -27.9% | +29.9% | +3.8% |
| All | +1.9% | -27.3% | +29.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling