+29.5%
LEN vs ABCL
-81.3%
+110.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -4.9% | +93.1% | -98.0% | -11.8% |
| 3M | -8.5% | +79.4% | -87.9% | -15.0% |
| 6M | -20.7% | +214.9% | -235.5% | -31.0% |
| YTD | -17.4% | +234.2% | -251.6% | -29.1% |
| 1Y | -38.2% | +174.8% | -213.0% | -46.4% |
| 3Y | -24.9% | +104.5% | -129.3% | -35.7% |
| 5Y | -11.4% | -39.0% | +27.6% | -22.4% |
| All | +29.5% | -81.3% | +110.8% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling