+448.7%
AXP vs LEN
+148.4%
+300.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.3% |
| 30D | +5.8% | +16.6% | -10.7% | -0.2% |
| 3M | -6.0% | +5.3% | -11.3% | -8.6% |
| 6M | +0.3% | -0.8% | +1.1% | -1.0% |
| YTD | -12.3% | -11.7% | -0.5% | -10.8% |
| 1Y | -11.2% | -24.6% | +13.4% | -4.5% |
| 3Y | +117.0% | -18.7% | +135.7% | +117.3% |
| 5Y | +93.2% | -4.4% | +97.6% | +74.5% |
| All | +448.7% | +148.4% | +300.3% | +197.9% |
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