-46.5%
APTV vs LEN
-21.9%
-24.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.4% | +1.7% |
| 7D | -1.9% | +10.5% | -12.3% | -5.8% |
| 30D | -1.4% | +24.6% | -26.1% | -10.4% |
| 3M | -9.3% | +6.6% | -16.0% | -11.9% |
| 6M | -27.3% | +10.6% | -38.0% | -31.2% |
| YTD | -43.1% | -8.3% | -34.8% | -40.8% |
| 1Y | -46.5% | -22.5% | -24.0% | -41.1% |
| All | -46.5% | -21.9% | -24.6% | -41.1% |
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