+220.4%
ABBV vs LTH
+186.2%
+34.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.8% | +6.4% | -3.6% | +2.4% |
| 30D | +7.0% | +16.7% | -9.8% | +6.0% |
| 3M | +19.2% | +11.7% | +7.6% | +18.5% |
| 6M | +47.8% | +48.5% | -0.8% | +44.6% |
| YTD | +32.5% | +78.4% | -45.9% | +28.2% |
| 1Y | +38.4% | +89.7% | -51.3% | +33.5% |
| 3Y | +134.3% | +245.6% | -111.3% | +119.7% |
| 5Y | +200.6% | +142.7% | +58.0% | +179.2% |
| All | +220.4% | +186.2% | +34.2% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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