-0.1%
APA vs LEN
+147.0%
-147.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +3.6% |
| 7D | -5.5% | +0.7% | -6.2% | -6.4% |
| 30D | -1.2% | +13.0% | -14.2% | -7.5% |
| 3M | +10.6% | +1.9% | +8.7% | +7.3% |
| 6M | +28.4% | -0.7% | +29.1% | +23.5% |
| YTD | +89.7% | -13.8% | +103.6% | +91.2% |
| 1Y | +90.6% | -28.1% | +118.7% | +109.0% |
| 3Y | +36.9% | -22.8% | +59.7% | +36.1% |
| 5Y | +83.2% | -7.4% | +90.6% | +54.3% |
| 10Y | -0.1% | +143.7% | -143.8% | -45.7% |
| All | -0.1% | +147.0% | -147.1% | -45.7% |
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