+520.8%
APP vs LEN
-6.3%
+527.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +48.9% | -6.4% | +55.3% | +53.2% |
| 30D | +49.4% | +15.6% | +33.8% | +38.2% |
| 3M | +27.0% | -0.8% | +27.8% | +25.7% |
| 6M | -15.4% | +0.4% | -15.8% | -17.5% |
| YTD | -39.9% | -14.1% | -25.8% | -38.0% |
| 1Y | -32.0% | -29.6% | -2.3% | -22.3% |
| 3Y | +824.3% | -23.1% | +847.5% | +763.9% |
| 5Y | +252.4% | -8.9% | +261.3% | +147.6% |
| All | +520.8% | -6.3% | +527.1% | +332.7% |
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