+201.6%
ABBV vs LH
+54.7%
+146.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +4.7% | +16.7% | -12.0% | +0.5% |
| 3M | +18.3% | +15.1% | +3.3% | +13.9% |
| 6M | +43.4% | +46.3% | -2.9% | +29.5% |
| YTD | +33.0% | +48.8% | -15.8% | +19.1% |
| 1Y | +30.8% | +39.7% | -8.9% | +19.1% |
| 3Y | +135.1% | +87.0% | +48.1% | +96.6% |
| All | +201.6% | +54.7% | +146.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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