+1,149.0%
ABBV vs LHX
+561.2%
+587.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -2.0% | -4.8% | +2.8% | -0.6% |
| 30D | +2.0% | -12.7% | +14.7% | +5.9% |
| 3M | +14.2% | -17.6% | +31.8% | +20.1% |
| 6M | +14.1% | -30.7% | +44.8% | +26.0% |
| YTD | +14.2% | -14.3% | +28.6% | +18.0% |
| 1Y | +24.2% | -8.4% | +32.6% | +25.5% |
| 3Y | +89.8% | +56.7% | +33.1% | +60.7% |
| 5Y | +187.2% | +18.5% | +168.7% | +159.7% |
| 10Y | +506.7% | +229.6% | +277.2% | +258.0% |
| All | +1,149.0% | +561.2% | +587.8% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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