+1,354.0%
ABBV vs LOW
+712.4%
+641.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | +4.7% | +21.7% | -17.0% | -0.9% |
| 3M | +18.3% | +5.0% | +13.3% | +16.5% |
| 6M | +43.4% | +4.6% | +38.8% | +40.9% |
| YTD | +33.0% | -3.5% | +36.5% | +32.9% |
| 1Y | +30.8% | +0.5% | +30.3% | +29.1% |
| 3Y | +135.1% | +24.8% | +110.3% | +115.5% |
| 5Y | +201.2% | +6.5% | +194.8% | +182.7% |
| 10Y | +602.7% | +294.6% | +308.1% | +307.4% |
| All | +1,354.0% | +712.4% | +641.6% | +595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling