+181.0%
ABBV vs LOW
+7.0%
+174.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | +1.2% | -9.3% | +10.5% | +3.0% |
| 3M | +12.1% | -8.1% | +20.2% | +13.7% |
| 6M | +12.0% | -19.8% | +31.8% | +16.3% |
| YTD | +12.4% | -16.4% | +28.8% | +15.5% |
| 1Y | +22.9% | -24.7% | +47.6% | +28.8% |
| 3Y | +86.8% | -8.8% | +95.6% | +87.1% |
| 5Y | +181.0% | +7.8% | +173.2% | +161.7% |
| All | +181.0% | +7.0% | +174.0% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling