+201.2%
ABT vs LEN
+103.6%
+97.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -1.1% |
| 7D | -5.0% | -7.8% | +2.8% | -3.5% |
| 30D | -5.8% | -11.0% | +5.2% | -3.6% |
| 3M | +16.7% | -12.8% | +29.5% | +19.6% |
| 6M | -5.2% | -20.2% | +15.0% | -1.5% |
| YTD | -16.0% | -23.0% | +7.1% | -12.2% |
| 1Y | -18.3% | -41.8% | +23.6% | -10.0% |
| 3Y | +9.2% | -28.8% | +38.0% | +12.5% |
| 5Y | -11.6% | -12.6% | +1.1% | -14.9% |
| All | +201.2% | +103.6% | +97.6% | +140.3% |
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 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