+30.8%
ABBV vs LEN
-30.4%
+61.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -5.8% | +7.1% | +1.4% |
| 30D | +4.7% | +13.7% | -9.0% | +4.7% |
| 3M | +18.3% | -3.9% | +22.2% | +18.4% |
| 6M | +43.4% | -0.4% | +43.8% | +43.6% |
| YTD | +33.0% | -16.8% | +49.8% | +32.2% |
| 1Y | +30.8% | -29.5% | +60.3% | +34.3% |
| All | +30.8% | -30.4% | +61.2% | +34.3% |
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