-21.3%
AKAM vs LEN
-13.2%
-8.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | +2.8% | -5.8% | +8.6% | +4.1% |
| 30D | -6.9% | +13.7% | -20.6% | -10.7% |
| 3M | -31.8% | -3.9% | -28.0% | -31.8% |
| 6M | -47.0% | -0.4% | -46.6% | -47.9% |
| YTD | -2.1% | -16.8% | +14.7% | +0.3% |
| 1Y | -3.7% | -29.5% | +25.8% | +3.3% |
| 3Y | -23.0% | -25.6% | +2.5% | -21.7% |
| All | -21.3% | -13.2% | -8.1% | -28.4% |
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