+24.6%
LEN vs ABCL
-81.2%
+105.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -8.9% | +65.1% | -73.9% | -14.0% |
| 3M | -10.9% | +111.1% | -122.0% | -18.7% |
| 6M | -19.7% | +231.6% | -251.3% | -30.5% |
| YTD | -20.6% | +234.5% | -255.1% | -31.8% |
| 1Y | -42.4% | +174.3% | -216.8% | -50.0% |
| 3Y | -26.5% | +111.5% | -138.0% | -37.4% |
| 5Y | -10.9% | -37.3% | +26.3% | -22.0% |
| All | +24.6% | -81.2% | +105.8% | +10.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling