+117.0%
AXP vs LEN
-18.1%
+135.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +0.6% | +2.1% | -1.5% | +0.1% |
| 30D | +5.8% | +16.6% | -10.7% | +2.2% |
| 3M | -6.0% | +5.3% | -11.3% | -7.5% |
| 6M | +0.3% | -0.8% | +1.1% | -0.2% |
| YTD | -12.3% | -11.7% | -0.5% | -11.2% |
| 1Y | -11.2% | -24.6% | +13.4% | -6.4% |
| 3Y | +117.0% | -18.7% | +135.7% | +112.7% |
| All | +117.0% | -18.1% | +135.1% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling