+27.9%
APD vs LEN
-10.8%
+38.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -2.2% | -3.2% | +1.0% | -1.5% |
| 30D | +2.1% | -4.9% | +7.0% | +3.2% |
| 3M | +7.2% | -8.5% | +15.7% | +9.0% |
| 6M | +11.2% | -20.7% | +31.9% | +17.0% |
| YTD | +24.4% | -17.4% | +41.8% | +28.7% |
| 1Y | +6.7% | -38.2% | +44.9% | +19.5% |
| 3Y | +9.2% | -24.9% | +34.1% | +11.2% |
| All | +27.9% | -10.8% | +38.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling