+188.6%
LEN vs AMBA
+772.6%
-584.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -4.1% |
| 7D | +2.1% | -7.2% | +9.3% | +3.1% |
| 30D | +16.6% | -10.4% | +26.9% | +18.1% |
| 3M | +5.3% | -30.1% | +35.4% | +10.7% |
| 6M | -0.8% | -22.4% | +21.7% | -0.3% |
| YTD | -11.7% | -17.3% | +5.6% | -13.2% |
| 1Y | -24.6% | -35.4% | +10.8% | -23.1% |
| 3Y | -18.7% | +18.6% | -37.3% | -29.6% |
| 5Y | -4.4% | -69.8% | +65.4% | -1.7% |
| 10Y | +152.2% | +1.1% | +151.1% | +96.3% |
| All | +188.6% | +772.6% | -584.0% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling