+201.6%
ABBV vs LVS
+8.6%
+192.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +4.7% | +10.0% | -5.3% | +4.1% |
| 3M | +18.3% | -11.0% | +29.4% | +19.1% |
| 6M | +43.4% | -20.1% | +63.5% | +45.1% |
| YTD | +33.0% | -36.3% | +69.3% | +36.1% |
| 1Y | +30.8% | -36.8% | +67.6% | +33.9% |
| 3Y | +135.1% | -9.5% | +144.7% | +132.0% |
| All | +201.6% | +8.6% | +192.9% | +200.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling