-42.4%
LEN vs AMDL
+505.2%
-547.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.7% | -15.5% | -3.9% |
| 7D | -2.9% | +19.9% | -22.8% | -3.0% |
| 30D | -8.9% | +6.3% | -15.1% | -8.9% |
| 3M | -10.9% | -9.9% | -1.0% | -11.1% |
| 6M | -19.7% | +394.3% | -414.0% | -17.3% |
| YTD | -20.6% | +257.3% | -277.9% | -18.8% |
| 1Y | -42.4% | +508.5% | -551.0% | -37.3% |
| All | -42.4% | +505.2% | -547.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMDL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling