+391.7%
APP vs LEN
-9.9%
+401.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.7% |
| 7D | +0.9% | -3.2% | +4.1% | +2.5% |
| 30D | -23.3% | -4.9% | -18.4% | -21.2% |
| 3M | -42.6% | -8.5% | -34.2% | -40.6% |
| 6M | -33.6% | -20.7% | -12.9% | -26.5% |
| YTD | -52.4% | -17.4% | -35.0% | -49.3% |
| 1Y | -35.9% | -38.2% | +2.4% | -20.8% |
| 3Y | +642.2% | -24.9% | +667.1% | +604.0% |
| 5Y | +311.1% | -11.4% | +322.5% | +194.3% |
| All | +391.7% | -9.9% | +401.5% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling