+848.7%
APA vs LEN
+10,533.4%
-9,684.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +0.5% | -3.2% | +3.7% | +1.3% |
| 30D | +23.4% | -4.9% | +28.3% | +24.5% |
| 3M | +12.7% | -8.5% | +21.2% | +14.0% |
| 6M | +39.4% | -20.7% | +60.1% | +44.5% |
| YTD | +79.0% | -17.4% | +96.4% | +83.4% |
| 1Y | +88.8% | -38.2% | +127.1% | +106.2% |
| 3Y | +6.4% | -24.9% | +31.2% | +9.1% |
| 5Y | +153.0% | -11.4% | +164.4% | +145.8% |
| 10Y | +7.5% | +110.0% | -102.5% | -12.3% |
| All | +848.7% | +10,533.4% | -9,684.7% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling