+86.7%
ABBV vs LVS
-6.8%
+93.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | -4.1% | -2.7% | -1.4% | -3.9% |
| 30D | +1.2% | -4.7% | +5.9% | +1.7% |
| 3M | +12.1% | -15.6% | +27.7% | +13.8% |
| 6M | +12.0% | -18.6% | +30.7% | +14.0% |
| YTD | +12.4% | -32.3% | +44.7% | +16.4% |
| 1Y | +22.9% | -18.0% | +41.0% | +23.8% |
| All | +86.7% | -6.8% | +93.5% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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