+278.7%
AMD vs LEN
-7.9%
+286.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +13.1% | -6.4% | +19.5% | +16.1% |
| 30D | -7.0% | +15.6% | -22.6% | -14.1% |
| 3M | +16.6% | -0.8% | +17.3% | +14.5% |
| 6M | +20.5% | +0.4% | +20.1% | +16.7% |
| YTD | +158.2% | -14.1% | +172.3% | +164.7% |
| 1Y | +132.8% | -29.6% | +162.4% | +162.0% |
| 3Y | +366.2% | -23.1% | +389.4% | +339.6% |
| 5Y | +278.7% | -8.9% | +287.6% | +190.3% |
| All | +278.7% | -7.9% | +286.6% | +190.3% |
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 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