+378.5%
APP vs LEN
-13.3%
+391.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | -0.8% |
| 7D | +0.1% | -2.9% | +3.0% | +1.5% |
| 30D | -10.0% | -8.9% | -1.2% | -6.0% |
| 3M | -44.6% | -10.9% | -33.7% | -41.9% |
| 6M | -37.9% | -19.7% | -18.2% | -31.7% |
| YTD | -53.7% | -20.6% | -33.1% | -49.7% |
| 1Y | -43.0% | -42.4% | -0.5% | -26.8% |
| 3Y | +640.8% | -26.5% | +667.3% | +607.4% |
| 5Y | +358.8% | -10.9% | +369.8% | +234.5% |
| All | +378.5% | -13.3% | +391.9% | +251.0% |
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