+1,370.8%
AMAT vs LEN
+147.0%
+1,223.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +2.7% |
| 7D | -2.5% | +0.7% | -3.1% | -3.0% |
| 30D | -26.5% | +13.0% | -39.5% | -31.2% |
| 3M | -28.6% | +1.9% | -30.5% | -30.7% |
| 6M | -14.2% | -0.7% | -13.5% | -16.3% |
| YTD | +45.5% | -13.8% | +59.3% | +49.6% |
| 1Y | +59.3% | -28.1% | +87.4% | +76.5% |
| 3Y | +153.1% | -22.8% | +175.9% | +157.6% |
| 5Y | +158.2% | -7.4% | +165.5% | +136.2% |
| 10Y | +1,370.8% | +143.7% | +1,227.1% | +771.3% |
| All | +1,370.8% | +147.0% | +1,223.8% | +771.3% |
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