+1,055.9%
APH vs LEN
+109.8%
+946.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +5.0% | -3.2% | +8.1% | +5.9% |
| 30D | -3.9% | -4.9% | +1.0% | -2.6% |
| 3M | +13.0% | -8.5% | +21.5% | +15.3% |
| 6M | +25.2% | -20.7% | +45.8% | +33.1% |
| YTD | +22.9% | -17.4% | +40.3% | +28.4% |
| 1Y | +47.8% | -38.2% | +86.1% | +67.4% |
| 3Y | +283.0% | -24.9% | +307.9% | +292.6% |
| 5Y | +349.7% | -11.4% | +361.1% | +323.9% |
| All | +1,055.9% | +109.8% | +946.1% | +709.0% |
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