+883.4%
APH vs LEN
+148.4%
+735.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.2% | +5.0% |
| 7D | -5.9% | +2.1% | -8.0% | -6.9% |
| 30D | -14.8% | +16.6% | -31.4% | -19.3% |
| 3M | -12.4% | +5.3% | -17.7% | -14.8% |
| 6M | +8.1% | -0.8% | +8.8% | +6.4% |
| YTD | +10.9% | -11.7% | +22.7% | +12.4% |
| 1Y | +8.8% | -24.6% | +33.4% | +15.2% |
| 3Y | +262.1% | -18.7% | +280.7% | +259.2% |
| 5Y | +283.1% | -4.4% | +287.6% | +249.5% |
| All | +883.4% | +148.4% | +735.0% | +548.5% |
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