+187.2%
ABBV vs LH
+23.7%
+163.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.8% |
| 7D | -2.0% | -7.4% | +5.4% | -0.1% |
| 30D | +2.0% | -4.6% | +6.6% | +3.1% |
| 3M | +14.2% | +14.5% | -0.3% | +10.1% |
| 6M | +14.1% | +14.8% | -0.7% | +9.8% |
| YTD | +14.2% | +23.3% | -9.0% | +7.6% |
| 1Y | +24.2% | +13.6% | +10.6% | +19.4% |
| 3Y | +89.8% | +56.3% | +33.4% | +66.7% |
| 5Y | +187.2% | +25.2% | +162.0% | +163.3% |
| All | +187.2% | +23.7% | +163.5% | +163.3% |
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