+117.0%
AXP vs LEN
-10.8%
+127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.2% |
| 30D | -6.5% | -4.9% | -1.6% | -5.2% |
| 3M | +4.6% | -8.5% | +13.1% | +6.9% |
| 6M | +5.4% | -20.7% | +26.1% | +12.2% |
| YTD | -11.1% | -17.4% | +6.3% | -7.4% |
| 1Y | -0.3% | -38.2% | +37.9% | +14.0% |
| 3Y | +111.6% | -24.9% | +136.4% | +114.3% |
| All | +117.0% | -10.8% | +127.8% | +99.1% |
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 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