+24.2%
ABBV vs LEN
-42.7%
+67.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.8% |
| 7D | -2.0% | -7.8% | +5.8% | -1.7% |
| 30D | +2.0% | -11.0% | +13.0% | +2.3% |
| 3M | +14.2% | -12.8% | +26.9% | +14.6% |
| 6M | +14.1% | -20.2% | +34.3% | +14.9% |
| YTD | +14.2% | -23.0% | +37.3% | +14.4% |
| 1Y | +24.2% | -41.8% | +66.0% | +33.2% |
| All | +24.2% | -42.7% | +67.0% | +33.2% |
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 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