+162.2%
LEN vs AMBA
+12.8%
+149.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.3% |
| 7D | +0.6% | 0.0% | +0.7% | +0.5% |
| 30D | +19.4% | -8.6% | +28.0% | +20.8% |
| 3M | +4.5% | -29.0% | +33.5% | +10.0% |
| 6M | +4.9% | -19.2% | +24.1% | +4.6% |
| YTD | -8.9% | -13.0% | +4.1% | -11.4% |
| 1Y | -23.0% | -31.3% | +8.3% | -22.1% |
| 3Y | -16.7% | +28.1% | -44.9% | -30.6% |
| 5Y | -4.5% | -69.4% | +65.0% | -1.9% |
| 10Y | +162.2% | +7.6% | +154.5% | +87.1% |
| All | +162.2% | +12.8% | +149.3% | +87.1% |
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