+604.1%
ABBV vs LEN
+136.9%
+467.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -5.8% | +7.1% | +2.2% |
| 30D | +4.7% | +13.7% | -9.0% | +2.5% |
| 3M | +18.3% | -3.9% | +22.2% | +18.6% |
| 6M | +43.4% | -0.4% | +43.8% | +42.4% |
| YTD | +33.0% | -16.8% | +49.8% | +35.1% |
| 1Y | +30.8% | -29.5% | +60.3% | +36.5% |
| 3Y | +135.1% | -25.6% | +160.7% | +139.0% |
| 5Y | +201.2% | -13.2% | +214.5% | +192.0% |
| All | +604.1% | +136.9% | +467.2% | +430.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling