-13.7%
AXP vs LEN
-31.8%
+18.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -2.1% | -8.7% | +6.6% | -0.9% |
| 30D | +2.7% | +11.6% | -8.9% | +1.0% |
| 3M | -7.3% | -1.3% | -6.0% | -7.2% |
| 6M | +1.8% | -1.4% | +3.2% | +1.6% |
| YTD | -13.1% | -16.9% | +3.8% | -14.0% |
| 1Y | -13.7% | -31.2% | +17.4% | -8.5% |
| All | -13.7% | -31.8% | +18.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling