-12.1%
LEN vs ABCL
-26.2%
+14.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | -5.8% | -3.3% | -2.5% | -5.4% |
| 30D | +13.7% | -7.1% | +20.8% | +14.0% |
| 3M | -3.9% | +4.7% | -8.6% | -5.7% |
| 6M | -0.4% | +140.9% | -141.3% | -14.9% |
| YTD | -16.8% | +236.0% | -252.8% | -33.2% |
| 1Y | -29.5% | +217.4% | -246.9% | -43.0% |
| 3Y | -25.6% | +188.7% | -214.3% | -43.2% |
| All | -12.1% | -26.2% | +14.1% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling