+193.5%
APTV vs LEN
+442.3%
-248.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +4.8% | -3.2% | +8.0% | +6.4% |
| 30D | +2.0% | -4.9% | +6.9% | +4.4% |
| 3M | -34.2% | -8.5% | -25.8% | -31.8% |
| 6M | -34.7% | -20.7% | -14.0% | -27.9% |
| YTD | -37.0% | -17.4% | -19.6% | -31.8% |
| 1Y | -40.4% | -38.2% | -2.2% | -26.8% |
| 3Y | -54.1% | -24.9% | -29.2% | -49.9% |
| 5Y | -68.0% | -11.4% | -56.6% | -68.4% |
| 10Y | -15.5% | +110.0% | -125.6% | -46.5% |
| All | +193.5% | +442.3% | -248.8% | +35.2% |
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