+89.5%
AXP vs LEN
-7.9%
+97.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.9% | -6.4% | +3.5% | -1.1% |
| 30D | +3.7% | +15.6% | -11.9% | -0.9% |
| 3M | -4.9% | -0.8% | -4.1% | -5.3% |
| 6M | +4.1% | +0.4% | +3.7% | +2.6% |
| YTD | -11.7% | -14.1% | +2.5% | -9.6% |
| 1Y | -11.7% | -29.6% | +17.9% | -3.7% |
| 3Y | +116.5% | -23.1% | +139.6% | +117.2% |
| 5Y | +89.5% | -8.9% | +98.4% | +57.2% |
| All | +89.5% | -7.9% | +97.4% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling