+1,254.4%
AAPL vs LEN
+103.6%
+1,150.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +4.6% |
| 7D | -0.5% | -7.8% | +7.3% | +1.8% |
| 30D | +7.1% | -11.0% | +18.1% | +10.6% |
| 3M | +12.1% | -12.8% | +24.9% | +16.0% |
| 6M | +25.4% | -20.2% | +45.6% | +32.6% |
| YTD | +20.5% | -23.0% | +43.5% | +27.9% |
| 1Y | +44.5% | -41.8% | +86.3% | +65.8% |
| 3Y | +85.8% | -28.8% | +114.6% | +94.3% |
| 5Y | +124.8% | -12.6% | +137.4% | +115.0% |
| All | +1,254.4% | +103.6% | +1,150.8% | +938.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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