+5,927.3%
APD vs LEN
+10,533.4%
-4,606.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | +2.1% | -4.9% | +7.0% | +3.1% |
| 3M | +7.2% | -8.5% | +15.7% | +8.7% |
| 6M | +11.2% | -20.7% | +31.9% | +15.8% |
| YTD | +24.4% | -17.4% | +41.8% | +28.0% |
| 1Y | +6.7% | -38.2% | +44.9% | +16.5% |
| 3Y | +9.2% | -24.9% | +34.1% | +12.5% |
| 5Y | +27.4% | -11.4% | +38.8% | +24.6% |
| 10Y | +164.8% | +110.0% | +54.8% | +103.9% |
| All | +5,927.3% | +10,533.4% | -4,606.1% | +1,752.3% |
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 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