+962.6%
APA vs LEN
+10,602.5%
-9,640.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.7% |
| 7D | +9.6% | -8.7% | +18.4% | +11.7% |
| 30D | -0.2% | +11.6% | -11.8% | -3.3% |
| 3M | +19.8% | -1.3% | +21.1% | +19.0% |
| 6M | +30.1% | -1.4% | +31.5% | +27.9% |
| YTD | +100.4% | -16.9% | +117.3% | +103.2% |
| 1Y | +105.2% | -31.2% | +136.4% | +116.9% |
| 3Y | +44.6% | -25.6% | +70.2% | +47.7% |
| 5Y | +88.8% | -13.3% | +102.1% | +82.5% |
| 10Y | +6.6% | +138.4% | -131.8% | -15.7% |
| All | +962.6% | +10,602.5% | -9,640.0% | +488.2% |
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