+1,335.6%
ABBV vs LII
+650.3%
+685.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +8.0% | -4.6% | +12.6% | +8.8% |
| 3M | +20.2% | -21.2% | +41.4% | +26.1% |
| 6M | +44.0% | -36.4% | +80.4% | +56.7% |
| YTD | +31.3% | -28.9% | +60.2% | +38.1% |
| 1Y | +37.0% | -29.5% | +66.5% | +44.1% |
| 3Y | +128.0% | -8.6% | +136.5% | +116.2% |
| 5Y | +196.9% | +20.2% | +176.7% | +153.3% |
| 10Y | +681.2% | +166.2% | +515.0% | +365.7% |
| All | +1,335.6% | +650.3% | +685.4% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling