-22.5%
LEN vs ABCL
+138.2%
-160.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +7.1% |
| 7D | +10.5% | -10.0% | +20.4% | +11.0% |
| 30D | +24.6% | -10.9% | +35.5% | +25.3% |
| 3M | +6.6% | +101.6% | -95.0% | +0.5% |
| 6M | +10.6% | +167.5% | -156.9% | -0.5% |
| YTD | -8.3% | +259.1% | -267.4% | -18.9% |
| 1Y | -22.5% | +152.2% | -174.7% | -26.7% |
| All | -22.5% | +138.2% | -160.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling