+146.2%
LEN vs AMBA
+7.9%
+138.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | -6.4% | +2.6% | -8.9% | -6.9% |
| 30D | +15.6% | -3.6% | +19.2% | +16.0% |
| 3M | -0.8% | -24.6% | +23.9% | +3.4% |
| 6M | +0.4% | -21.6% | +22.0% | +0.7% |
| YTD | -14.1% | -11.8% | -2.4% | -16.7% |
| 1Y | -29.6% | -33.2% | +3.6% | -28.4% |
| 3Y | -23.1% | +24.5% | -47.6% | -35.5% |
| 5Y | -8.9% | -67.7% | +58.8% | -7.3% |
| 10Y | +146.2% | +4.7% | +141.5% | +75.7% |
| All | +146.2% | +7.9% | +138.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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