+1,472.1%
AXTI vs LEN
+108.0%
+1,364.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | +5.1% | -4.8% | +9.8% | +6.7% |
| 30D | -17.5% | -6.6% | -10.9% | -15.9% |
| 3M | -26.7% | -15.7% | -11.0% | -23.4% |
| 6M | +36.8% | -16.6% | +53.4% | +42.3% |
| YTD | +296.1% | -21.3% | +317.5% | +313.0% |
| 1Y | +1,810.6% | -42.0% | +1,852.7% | +2,116.8% |
| 3Y | +2,587.6% | -27.9% | +2,615.5% | +2,686.0% |
| 5Y | +601.7% | -10.7% | +612.4% | +548.7% |
| All | +1,472.1% | +108.0% | +1,364.1% | +838.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling