+48.9%
APH vs LEN
-42.1%
+91.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.5% |
| 30D | -3.3% | -8.9% | +5.5% | -2.4% |
| 3M | +14.0% | -10.9% | +24.9% | +15.4% |
| 6M | +24.4% | -19.7% | +44.1% | +25.1% |
| YTD | +21.4% | -20.6% | +42.0% | +23.2% |
| 1Y | +48.9% | -42.4% | +91.4% | +41.9% |
| All | +48.9% | -42.1% | +91.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling