+20.7%
ABT vs LEN
-25.9%
+46.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -1.3% | -5.8% | +4.5% | -0.5% |
| 30D | +6.0% | +13.7% | -7.7% | +4.4% |
| 3M | -1.9% | -3.9% | +2.0% | -1.5% |
| 6M | +31.2% | -0.4% | +31.5% | +30.9% |
| YTD | -11.2% | -16.8% | +5.6% | -9.6% |
| 1Y | -14.0% | -29.5% | +15.5% | -10.9% |
| 3Y | +20.7% | -25.6% | +46.3% | +22.4% |
| All | +20.7% | -25.9% | +46.5% | +22.4% |
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