+21.9%
ABBV vs LTH
+46.0%
-24.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -4.3% | +1.5% | -5.8% | -4.4% |
| 30D | +1.1% | -3.1% | +4.2% | +1.3% |
| 3M | +12.3% | +28.1% | -15.8% | +11.7% |
| 6M | +9.8% | +67.4% | -57.6% | +8.7% |
| YTD | +11.5% | +59.8% | -48.3% | +10.0% |
| All | +21.9% | +46.0% | -24.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling