+428.4%
AXP vs LEN
+147.0%
+281.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +1.6% |
| 7D | -0.6% | +0.7% | -1.3% | -1.0% |
| 30D | +5.0% | +13.0% | -8.0% | 0.0% |
| 3M | -4.2% | +1.9% | -6.1% | -5.8% |
| 6M | +2.9% | -0.7% | +3.7% | +1.5% |
| YTD | -11.6% | -13.8% | +2.2% | -9.4% |
| 1Y | -11.1% | -28.1% | +17.0% | -2.7% |
| 3Y | +116.7% | -22.8% | +139.6% | +121.2% |
| 5Y | +89.6% | -7.4% | +97.0% | +73.2% |
| 10Y | +428.4% | +143.7% | +284.7% | +187.1% |
| All | +428.4% | +147.0% | +281.4% | +187.1% |
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