+500.0%
APP vs LEN
-3.7%
+503.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +13.0% | +11.3% |
| 7D | +71.2% | +2.1% | +69.1% | +68.8% |
| 30D | +39.1% | +16.6% | +22.5% | +28.1% |
| 3M | +16.5% | +5.3% | +11.2% | +12.0% |
| 6M | -16.6% | -0.8% | -15.8% | -18.2% |
| YTD | -41.9% | -11.7% | -30.2% | -40.8% |
| 1Y | -37.0% | -24.6% | -12.4% | -30.8% |
| 3Y | +892.4% | -18.7% | +911.1% | +795.1% |
| 5Y | +297.3% | -4.4% | +301.7% | +174.8% |
| All | +500.0% | -3.7% | +503.7% | +312.8% |
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