+1,156.2%
ABBV vs LNG
+1,515.4%
-359.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.2% |
| 30D | +4.2% | +14.9% | -10.7% | +1.7% |
| 3M | +14.8% | +21.4% | -6.6% | +11.0% |
| 6M | +10.3% | +17.8% | -7.5% | +6.7% |
| YTD | +14.9% | +51.3% | -36.4% | +6.3% |
| 1Y | +24.1% | +24.4% | -0.3% | +18.7% |
| 3Y | +91.9% | +79.7% | +12.3% | +70.1% |
| 5Y | +176.0% | +241.3% | -65.3% | +110.8% |
| 10Y | +502.9% | +603.1% | -100.2% | +282.6% |
| All | +1,156.2% | +1,515.4% | -359.2% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling