+643.2%
ABBV vs LSCC
+1,244.7%
-601.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.1% | +0.5% |
| 7D | -1.2% | +13.0% | -14.2% | -2.2% |
| 30D | +8.0% | -19.8% | +27.8% | +9.6% |
| 3M | +20.2% | -18.4% | +38.6% | +21.5% |
| 6M | +44.0% | -16.1% | +60.1% | +43.9% |
| YTD | +31.3% | +42.7% | -11.4% | +23.6% |
| 1Y | +37.0% | +68.0% | -31.0% | +26.6% |
| 3Y | +128.0% | +85.8% | +42.1% | +101.2% |
| 5Y | +196.9% | +28.0% | +168.9% | +164.8% |
| All | +643.2% | +1,244.7% | -601.5% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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