+495.1%
ABBV vs LSCC
+1,763.3%
-1,268.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +4.2% | -9.7% | +13.8% | +4.9% |
| 3M | +14.8% | -23.7% | +38.5% | +16.7% |
| 6M | +10.3% | +26.5% | -16.2% | +6.2% |
| YTD | +14.9% | +57.5% | -42.6% | +7.8% |
| 1Y | +24.1% | +75.7% | -51.5% | +14.8% |
| 3Y | +91.9% | +19.5% | +72.5% | +79.6% |
| 5Y | +176.0% | +83.8% | +92.3% | +135.2% |
| All | +495.1% | +1,763.3% | -1,268.3% | +226.4% |
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