-40.4%
APTV vs LEN
-37.1%
-3.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +4.8% | -3.2% | +8.0% | +6.3% |
| 30D | +2.0% | -4.9% | +6.9% | +4.2% |
| 3M | -34.2% | -8.5% | -25.8% | -31.9% |
| 6M | -34.7% | -20.7% | -14.0% | -28.6% |
| YTD | -37.0% | -17.4% | -19.6% | -31.7% |
| 1Y | -40.4% | -38.2% | -2.2% | -30.4% |
| All | -40.4% | -37.1% | -3.3% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling