+6,610.0%
AXP vs LEN
+10,533.4%
-3,923.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | -6.5% | -4.9% | -1.6% | -5.1% |
| 3M | +4.6% | -8.5% | +13.1% | +7.1% |
| 6M | +5.4% | -20.7% | +26.1% | +12.5% |
| YTD | -11.1% | -17.4% | +6.3% | -7.0% |
| 1Y | -0.3% | -38.2% | +37.9% | +14.3% |
| 3Y | +111.6% | -24.9% | +136.4% | +120.8% |
| 5Y | +117.6% | -11.4% | +129.0% | +109.9% |
| 10Y | +474.1% | +110.0% | +364.1% | +287.1% |
| All | +6,610.0% | +10,533.4% | -3,923.4% | +1,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling