+30.4%
LEN vs ABCL
-81.0%
+111.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.9% |
| 7D | -8.7% | +4.4% | -13.1% | -9.1% |
| 30D | +11.6% | -7.9% | +19.4% | +11.9% |
| 3M | -1.3% | +12.2% | -13.5% | -3.3% |
| 6M | -1.4% | +134.7% | -136.2% | -12.0% |
| YTD | -16.9% | +239.8% | -256.6% | -29.2% |
| 1Y | -31.2% | +192.7% | -223.9% | -40.5% |
| 3Y | -25.6% | +187.6% | -213.2% | -38.6% |
| 5Y | -13.3% | -22.6% | +9.4% | -24.6% |
| All | +30.4% | -81.0% | +111.3% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling