+147.1%
AMAT vs LEN
-13.2%
+160.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | -5.8% | +17.1% | +14.0% |
| 30D | -17.0% | +13.7% | -30.8% | -22.6% |
| 3M | -30.6% | -3.9% | -26.7% | -30.8% |
| 6M | -14.9% | -0.4% | -14.6% | -17.2% |
| YTD | +44.7% | -16.8% | +61.5% | +51.5% |
| 1Y | +66.9% | -29.5% | +96.4% | +88.0% |
| 3Y | +153.3% | -25.6% | +178.9% | +151.0% |
| All | +147.1% | -13.2% | +160.3% | +111.8% |
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 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