+6,695.8%
ABT vs LEN
+10,606.4%
-3,910.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -1.3% | -5.8% | +4.5% | -0.6% |
| 30D | +6.0% | +13.7% | -7.7% | +4.3% |
| 3M | -1.9% | -3.9% | +2.0% | -1.6% |
| 6M | +31.2% | -0.4% | +31.5% | +30.7% |
| YTD | -11.2% | -16.8% | +5.6% | -9.8% |
| 1Y | -14.0% | -29.5% | +15.5% | -10.9% |
| 3Y | +20.7% | -25.6% | +46.3% | +22.7% |
| 5Y | -6.7% | -13.2% | +6.6% | -7.8% |
| 10Y | +226.3% | +138.5% | +87.8% | +178.0% |
| All | +6,695.8% | +10,606.4% | -3,910.6% | +3,279.1% |
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 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