+6,642.4%
ABT vs LEN
+10,533.4%
-3,891.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | +2.5% | -4.9% | +7.4% | +3.1% |
| 3M | +20.2% | -8.5% | +28.7% | +21.3% |
| 6M | -2.9% | -20.7% | +17.7% | -0.4% |
| YTD | -11.9% | -17.4% | +5.5% | -10.2% |
| 1Y | -16.5% | -38.2% | +21.7% | -12.1% |
| 3Y | +12.1% | -24.9% | +37.0% | +14.0% |
| 5Y | -7.4% | -11.4% | +4.0% | -8.6% |
| 10Y | +210.7% | +110.0% | +100.7% | +168.8% |
| All | +6,642.4% | +10,533.4% | -3,891.0% | +3,262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling