+44.9%
AMZN vs LEN
-10.6%
+55.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -1.0% | -3.4% | +2.4% | +0.2% |
| 30D | -9.2% | -5.7% | -3.6% | -7.4% |
| 3M | +3.4% | -12.2% | +15.6% | +7.6% |
| 6M | +18.2% | -18.3% | +36.5% | +25.7% |
| YTD | +9.3% | -20.2% | +29.5% | +16.2% |
| 1Y | +5.9% | -40.1% | +46.0% | +25.1% |
| 3Y | +82.6% | -26.2% | +108.8% | +77.3% |
| 5Y | +44.9% | -9.8% | +54.7% | +13.4% |
| All | +44.9% | -10.6% | +55.5% | +13.4% |
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