-9.4%
ABT vs LEN
-10.6%
+1.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.7% | -3.4% | -1.4% | -4.1% |
| 30D | -3.1% | -5.7% | +2.5% | -2.0% |
| 3M | +16.1% | -12.2% | +28.4% | +18.9% |
| 6M | -5.3% | -18.3% | +12.9% | -1.9% |
| YTD | -14.4% | -20.2% | +5.7% | -11.1% |
| 1Y | -18.4% | -40.1% | +21.7% | -10.3% |
| 3Y | +11.2% | -26.2% | +37.4% | +11.6% |
| 5Y | -9.4% | -9.8% | +0.5% | -19.6% |
| All | -9.4% | -10.6% | +1.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling