+42.9%
LEN vs ABCL
-79.5%
+122.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.7% |
| 7D | +0.6% | +12.4% | -11.8% | -0.6% |
| 30D | +19.4% | -0.4% | +19.8% | +18.9% |
| 3M | +4.5% | +80.4% | -75.8% | -2.8% |
| 6M | +4.9% | +138.5% | -133.6% | -6.4% |
| YTD | -8.9% | +265.5% | -274.4% | -22.9% |
| 1Y | -23.0% | +219.7% | -242.7% | -34.0% |
| 3Y | -16.7% | +209.4% | -226.1% | -31.7% |
| 5Y | -4.5% | -15.0% | +10.6% | -17.5% |
| All | +42.9% | -79.5% | +122.4% | +24.6% |
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