+134.7%
ABBV vs LEN
-25.9%
+160.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.1% |
| 7D | +2.2% | -8.7% | +10.9% | +3.1% |
| 30D | +8.0% | +11.6% | -3.6% | +6.7% |
| 3M | +19.1% | -1.3% | +20.4% | +19.0% |
| 6M | +43.5% | -1.4% | +45.0% | +43.1% |
| YTD | +32.7% | -16.9% | +49.6% | +34.4% |
| 1Y | +30.0% | -31.2% | +61.2% | +35.7% |
| All | +134.7% | -25.9% | +160.5% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling