+163.7%
APD vs LEN
+99.2%
+64.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.2% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -1.9% | -8.9% | +7.0% | +0.3% |
| 3M | +8.2% | -10.9% | +19.1% | +10.8% |
| 6M | +10.7% | -19.7% | +30.4% | +15.8% |
| YTD | +22.9% | -20.6% | +43.5% | +28.4% |
| 1Y | +5.8% | -42.4% | +48.2% | +19.9% |
| 3Y | +7.8% | -26.5% | +34.3% | +11.6% |
| 5Y | +26.1% | -10.9% | +37.1% | +21.1% |
| 10Y | +163.7% | +100.6% | +63.1% | +91.4% |
| All | +163.7% | +99.2% | +64.5% | +91.4% |
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