+1,354.0%
ABBV vs LH
+420.1%
+933.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +4.7% | +16.7% | -12.0% | -1.1% |
| 3M | +18.3% | +15.1% | +3.3% | +12.2% |
| 6M | +43.4% | +46.3% | -2.9% | +24.5% |
| YTD | +33.0% | +48.8% | -15.8% | +14.2% |
| 1Y | +30.8% | +39.7% | -8.9% | +14.9% |
| 3Y | +135.1% | +87.0% | +48.1% | +82.7% |
| 5Y | +201.2% | +53.0% | +148.2% | +147.7% |
| 10Y | +602.7% | +264.3% | +338.3% | +269.7% |
| All | +1,354.0% | +420.1% | +933.9% | +616.1% |
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