-41.2%
AKAM vs LEN
+1,473.7%
-1,514.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +2.8% | -5.8% | +8.6% | +4.6% |
| 30D | -6.9% | +13.7% | -20.6% | -11.6% |
| 3M | -31.8% | -3.9% | -28.0% | -31.7% |
| 6M | -47.0% | -0.4% | -46.6% | -48.0% |
| YTD | -2.1% | -16.8% | +14.7% | +1.0% |
| 1Y | -3.7% | -29.5% | +25.8% | +4.8% |
| 3Y | -23.0% | -25.6% | +2.5% | -20.1% |
| 5Y | -23.4% | -13.2% | -10.2% | -27.0% |
| 10Y | +30.5% | +138.5% | -108.0% | -25.3% |
| All | -41.2% | +1,473.7% | -1,514.9% | -92.6% |
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