+1,156.2%
ABBV vs LNT
+386.2%
+770.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +4.2% | -3.2% | +7.3% | +5.3% |
| 3M | +14.8% | -4.1% | +18.9% | +16.4% |
| 6M | +10.3% | -4.6% | +14.8% | +11.9% |
| YTD | +14.9% | +7.0% | +7.9% | +12.2% |
| 1Y | +24.1% | +8.3% | +15.9% | +20.7% |
| 3Y | +91.9% | +51.0% | +40.9% | +65.6% |
| 5Y | +176.0% | +30.2% | +145.9% | +147.6% |
| 10Y | +502.9% | +143.6% | +359.4% | +320.4% |
| All | +1,156.2% | +386.2% | +770.0% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling