+892.4%
APP vs LEN
-18.1%
+910.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +13.0% | +10.4% |
| 7D | +71.2% | +2.1% | +69.1% | +70.2% |
| 30D | +39.1% | +16.6% | +22.5% | +34.9% |
| 3M | +16.5% | +5.3% | +11.2% | +14.9% |
| 6M | -16.6% | -0.8% | -15.8% | -17.2% |
| YTD | -41.9% | -11.7% | -30.2% | -41.6% |
| 1Y | -37.0% | -24.6% | -12.4% | -35.0% |
| 3Y | +892.4% | -18.7% | +911.1% | +607.4% |
| All | +892.4% | -18.1% | +910.5% | +607.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling