+6,606.2%
AXP vs LEN
+11,628.2%
-5,022.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.4% | +7.2% | -6.8% | -2.0% |
| 30D | +7.0% | +19.1% | -12.1% | +0.7% |
| 3M | -6.6% | +4.9% | -11.5% | -8.9% |
| 6M | +3.5% | +7.6% | -4.1% | -0.5% |
| YTD | -11.2% | -8.9% | -2.3% | -10.7% |
| 1Y | -10.2% | -22.7% | +12.6% | -4.9% |
| 3Y | +120.0% | -16.8% | +136.9% | +120.9% |
| 5Y | +95.6% | -1.4% | +96.9% | +80.9% |
| 10Y | +468.1% | +160.3% | +307.8% | +255.1% |
| All | +6,606.2% | +11,628.2% | -5,022.0% | +1,188.4% |
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