+135.1%
ABBV vs LSCC
+118.1%
+16.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | +0.3% |
| 7D | +0.1% | +14.5% | -14.4% | -0.1% |
| 30D | +5.6% | -0.1% | +5.6% | +5.6% |
| 3M | +18.7% | -2.7% | +21.3% | +18.7% |
| 6M | +47.4% | -4.8% | +52.2% | +46.8% |
| YTD | +33.0% | +66.9% | -33.9% | +27.9% |
| 1Y | +34.9% | +85.8% | -50.9% | +28.9% |
| All | +135.1% | +118.1% | +16.9% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling