+887.9%
APP vs LEN
-25.9%
+913.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | -5.8% | +10.4% | +5.6% |
| 30D | +56.0% | +13.7% | +42.3% | +52.1% |
| 3M | +30.8% | -3.9% | +34.7% | +31.0% |
| 6M | -9.8% | -0.4% | -9.4% | -10.4% |
| YTD | -39.3% | -16.8% | -22.4% | -38.4% |
| 1Y | -26.4% | -29.5% | +3.1% | -23.3% |
| 3Y | +887.9% | -25.6% | +913.5% | +713.2% |
| All | +887.9% | -25.9% | +913.8% | +713.2% |
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