+7,765.4%
AMD vs LEN
+136.9%
+7,628.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | -5.8% | +24.7% | +21.5% |
| 30D | -6.4% | +13.7% | -20.1% | -12.3% |
| 3M | +10.6% | -3.9% | +14.4% | +10.1% |
| 6M | +19.9% | -0.4% | +20.2% | +16.8% |
| YTD | +149.4% | -16.8% | +166.2% | +158.0% |
| 1Y | +115.4% | -29.5% | +144.9% | +136.7% |
| 3Y | +357.3% | -25.6% | +382.9% | +366.8% |
| 5Y | +261.1% | -13.2% | +274.3% | +238.0% |
| All | +7,765.4% | +136.9% | +7,628.5% | +4,022.2% |
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