+504.9%
ABBV vs LNG
+562.2%
-57.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -4.7% | +4.9% | +1.1% |
| 30D | +3.4% | +3.8% | -0.5% | +2.7% |
| 3M | +15.2% | +16.2% | -1.0% | +12.2% |
| 6M | +14.7% | +11.7% | +3.0% | +12.0% |
| YTD | +15.2% | +44.2% | -29.0% | +7.5% |
| 1Y | +20.4% | +18.6% | +1.8% | +16.1% |
| 3Y | +91.3% | +77.4% | +13.9% | +69.9% |
| 5Y | +189.6% | +232.3% | -42.7% | +119.0% |
| All | +504.9% | +562.2% | -57.3% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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