+1,315.3%
AMAT vs LEN
+166.0%
+1,149.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +10.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.6% |
| 30D | -26.9% | +19.4% | -46.3% | -33.0% |
| 3M | -31.2% | +4.5% | -35.7% | -33.8% |
| 6M | -14.7% | +4.9% | -19.6% | -18.5% |
| YTD | +44.7% | -8.9% | +53.6% | +45.7% |
| 1Y | +62.0% | -23.0% | +84.9% | +74.6% |
| 3Y | +165.0% | -16.7% | +181.7% | +161.4% |
| 5Y | +147.1% | -4.5% | +151.6% | +123.6% |
| 10Y | +1,315.3% | +162.2% | +1,153.1% | +732.8% |
| All | +1,315.3% | +166.0% | +1,149.2% | +732.8% |
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 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