-68.8%
APTV vs LEN
-13.7%
-55.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +4.5% |
| 7D | -1.8% | -7.8% | +6.0% | +2.4% |
| 30D | -7.9% | -11.0% | +3.1% | -2.1% |
| 3M | -29.9% | -12.8% | -17.1% | -25.2% |
| 6M | -36.6% | -20.2% | -16.4% | -29.2% |
| YTD | -40.0% | -23.0% | -16.9% | -31.9% |
| 1Y | -44.0% | -41.8% | -2.2% | -26.6% |
| 3Y | -54.5% | -28.8% | -25.7% | -49.7% |
| 5Y | -68.8% | -12.6% | -56.2% | -71.6% |
| All | -68.8% | -13.7% | -55.1% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling