+201.2%
ABBV vs LSCC
+47.5%
+153.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | +0.1% |
| 7D | +0.1% | +14.5% | -14.4% | -0.3% |
| 30D | +5.6% | -0.1% | +5.6% | +5.5% |
| 3M | +18.7% | -2.7% | +21.3% | +18.6% |
| 6M | +47.4% | -4.8% | +52.2% | +46.7% |
| YTD | +33.0% | +66.9% | -33.9% | +28.3% |
| 1Y | +34.9% | +85.8% | -50.9% | +29.4% |
| 3Y | +135.2% | +115.6% | +19.6% | +119.4% |
| All | +201.2% | +47.5% | +153.6% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling