+6,123.5%
APD vs LEN
+11,627.0%
-5,503.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +10.6% | +19.4% | -8.8% | +6.3% |
| 3M | +2.5% | +4.5% | -2.0% | +1.1% |
| 6M | +6.0% | +4.9% | +1.0% | +3.9% |
| YTD | +28.4% | -8.9% | +37.4% | +28.9% |
| 1Y | +22.2% | -23.0% | +45.1% | +26.9% |
| 3Y | +26.6% | -16.7% | +43.3% | +27.2% |
| 5Y | +11.8% | -4.5% | +16.2% | +7.2% |
| 10Y | +187.8% | +162.2% | +25.6% | +110.8% |
| All | +6,123.5% | +11,627.0% | -5,503.4% | +1,765.8% |
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