+177.9%
ABBV vs LTH
+160.9%
+17.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | +4.2% | -4.6% | +8.8% | +4.4% |
| 3M | +14.8% | +32.8% | -18.0% | +13.1% |
| 6M | +10.3% | +64.6% | -54.4% | +7.3% |
| YTD | +14.9% | +62.6% | -47.7% | +11.8% |
| 1Y | +24.1% | +49.9% | -25.8% | +21.3% |
| 3Y | +91.9% | +151.3% | -59.4% | +82.4% |
| All | +177.9% | +160.9% | +17.0% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling