+170.1%
AMAT vs LEN
-23.4%
+193.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.4% | +6.1% |
| 7D | +7.0% | -6.4% | +13.3% | +8.3% |
| 30D | -20.6% | +15.6% | -36.2% | -23.7% |
| 3M | -24.8% | -0.8% | -24.0% | -25.1% |
| 6M | -10.7% | +0.4% | -11.1% | -11.6% |
| YTD | +54.3% | -14.1% | +68.4% | +58.1% |
| 1Y | +73.7% | -29.6% | +103.4% | +87.0% |
| All | +170.1% | -23.4% | +193.5% | +163.5% |
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