+4,581.7%
AZN vs LEN
+3,016.9%
+1,564.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | -3.1% | -5.7% | +2.6% | -2.4% |
| 3M | -14.4% | -12.2% | -2.2% | -13.2% |
| 6M | -19.5% | -18.3% | -1.2% | -17.7% |
| YTD | -13.8% | -20.2% | +6.4% | -11.7% |
| 1Y | -2.4% | -40.1% | +37.7% | +3.5% |
| 3Y | +21.3% | -26.2% | +47.5% | +23.8% |
| 5Y | +53.6% | -9.8% | +63.5% | +50.7% |
| 10Y | +220.1% | +109.1% | +111.0% | +170.6% |
| All | +4,581.7% | +3,016.9% | +1,564.7% | +2,365.7% |
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