+643.2%
ABBV vs LII
+162.0%
+481.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +8.0% | -4.6% | +12.6% | +8.7% |
| 3M | +20.2% | -21.2% | +41.4% | +25.2% |
| 6M | +44.0% | -36.4% | +80.4% | +54.8% |
| YTD | +31.3% | -28.9% | +60.2% | +37.1% |
| 1Y | +37.0% | -29.5% | +66.5% | +43.1% |
| 3Y | +128.0% | -8.6% | +136.5% | +117.4% |
| 5Y | +196.9% | +20.2% | +176.7% | +158.7% |
| All | +643.2% | +162.0% | +481.2% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling