+38.4%
LEN vs ABCL
-80.5%
+119.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.7% | -9.9% | -3.7% |
| 7D | +2.1% | -3.2% | +5.2% | +2.1% |
| 30D | +16.6% | -7.4% | +24.0% | +16.8% |
| 3M | +5.3% | +81.9% | -76.6% | -2.3% |
| 6M | -0.8% | +135.7% | -136.5% | -11.4% |
| YTD | -11.7% | +247.4% | -259.1% | -25.0% |
| 1Y | -24.6% | +162.3% | -186.9% | -34.2% |
| 3Y | -18.7% | +165.5% | -184.1% | -32.4% |
| 5Y | -4.4% | -21.3% | +16.8% | -17.1% |
| All | +38.4% | -80.5% | +119.0% | +21.2% |
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 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