+440.3%
AXP vs LEN
+166.0%
+274.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | +5.2% | +19.4% | -14.2% | -1.6% |
| 3M | -4.6% | +4.5% | -9.1% | -6.9% |
| 6M | +3.2% | +4.9% | -1.7% | -0.1% |
| YTD | -11.3% | -8.9% | -2.4% | -10.9% |
| 1Y | -11.0% | -23.0% | +12.0% | -5.0% |
| 3Y | +120.2% | -16.7% | +136.9% | +118.6% |
| 5Y | +91.7% | -4.5% | +96.2% | +73.5% |
| 10Y | +440.3% | +162.2% | +278.2% | +185.5% |
| All | +440.3% | +166.0% | +274.3% | +185.5% |
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