+102.7%
AMCR vs LEN
+236.6%
-133.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.9% |
| 7D | -1.8% | -2.9% | +1.0% | -1.2% |
| 30D | -6.0% | -8.9% | +2.8% | -4.1% |
| 3M | +18.9% | -10.9% | +29.8% | +21.9% |
| 6M | +5.7% | -19.7% | +25.3% | +10.7% |
| YTD | +11.1% | -20.6% | +31.7% | +16.6% |
| 1Y | +14.4% | -42.4% | +56.9% | +27.9% |
| 3Y | +13.0% | -26.5% | +39.5% | +18.8% |
| 5Y | -7.5% | -10.9% | +3.4% | -8.1% |
| 10Y | +20.1% | +100.6% | -80.5% | +2.4% |
| All | +102.7% | +236.6% | -133.9% | +71.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling