+1,156.2%
ABBV vs LH
+358.9%
+797.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.9% |
| 7D | +0.4% | -2.5% | +2.8% | +1.3% |
| 30D | +4.2% | +4.3% | -0.2% | +2.6% |
| 3M | +14.8% | +25.5% | -10.7% | +5.7% |
| 6M | +10.3% | +17.0% | -6.7% | +3.9% |
| YTD | +14.9% | +31.3% | -16.4% | +3.5% |
| 1Y | +24.1% | +20.0% | +4.2% | +15.2% |
| 3Y | +91.9% | +63.9% | +28.1% | +56.8% |
| 5Y | +176.0% | +30.9% | +145.2% | +140.8% |
| 10Y | +502.9% | +191.4% | +311.6% | +248.0% |
| All | +1,156.2% | +358.9% | +797.3% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling