+506.6%
APP vs LEN
-5.9%
+512.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.8% | -1.0% |
| 7D | +61.1% | +0.7% | +60.4% | +60.5% |
| 30D | +42.8% | +13.0% | +29.8% | +33.5% |
| 3M | +16.7% | +1.9% | +14.8% | +13.9% |
| 6M | -15.6% | -0.7% | -14.9% | -17.3% |
| YTD | -41.3% | -13.8% | -27.5% | -39.5% |
| 1Y | -39.3% | -28.1% | -11.2% | -31.6% |
| 3Y | +803.2% | -22.8% | +826.0% | +742.7% |
| 5Y | +313.2% | -7.4% | +320.5% | +188.9% |
| All | +506.6% | -5.9% | +512.6% | +322.0% |
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