-25.6%
LEN vs AMBA
+21.7%
-47.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | -5.8% | +2.7% | -8.5% | -6.0% |
| 30D | +13.7% | -2.2% | +15.9% | +13.7% |
| 3M | -3.9% | -26.6% | +22.8% | -1.6% |
| 6M | -0.4% | -26.8% | +26.4% | +0.6% |
| YTD | -16.8% | -15.1% | -1.7% | -18.2% |
| 1Y | -29.5% | -32.3% | +2.8% | -29.0% |
| 3Y | -25.6% | +19.8% | -45.4% | -34.2% |
| All | -25.6% | +21.7% | -47.3% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling