+153.2%
AMAT vs LEN
-12.2%
+165.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.3% |
| 7D | +19.3% | -8.7% | +28.1% | +23.6% |
| 30D | -17.9% | +11.6% | -29.5% | -22.7% |
| 3M | -30.4% | -1.3% | -29.2% | -31.5% |
| 6M | -11.4% | -1.4% | -10.0% | -13.4% |
| YTD | +48.8% | -16.9% | +65.6% | +55.8% |
| 1Y | +66.0% | -31.2% | +97.2% | +89.3% |
| 3Y | +158.8% | -25.6% | +184.4% | +156.5% |
| 5Y | +153.2% | -13.3% | +166.4% | +117.7% |
| All | +153.2% | -12.2% | +165.4% | +117.7% |
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