+5,998.7%
APD vs LEN
+11,263.3%
-5,264.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -3.7% | +2.1% | -5.7% | -4.2% |
| 30D | +9.6% | +16.6% | -7.0% | +5.9% |
| 3M | +1.6% | +5.3% | -3.7% | 0.0% |
| 6M | +2.2% | -0.8% | +2.9% | +1.4% |
| YTD | +25.9% | -11.7% | +37.6% | +27.2% |
| 1Y | +20.1% | -24.6% | +44.7% | +25.4% |
| 3Y | +12.4% | -18.7% | +31.1% | +13.5% |
| 5Y | +11.1% | -4.4% | +15.6% | +6.6% |
| 10Y | +190.1% | +152.2% | +38.0% | +114.3% |
| All | +5,998.7% | +11,263.3% | -5,264.6% | +1,740.6% |
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