+504.9%
ABBV vs LNT
+148.3%
+356.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | +3.4% | -4.2% | +7.6% | +4.8% |
| 3M | +15.2% | -6.7% | +21.9% | +17.8% |
| 6M | +14.7% | -3.6% | +18.3% | +15.9% |
| YTD | +15.2% | +5.9% | +9.3% | +13.0% |
| 1Y | +20.4% | +7.3% | +13.1% | +17.6% |
| 3Y | +91.3% | +46.5% | +44.9% | +68.4% |
| 5Y | +189.6% | +32.5% | +157.1% | +160.3% |
| All | +504.9% | +148.3% | +356.5% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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