+1,156.2%
ABBV vs LVS
+35.7%
+1,120.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +4.2% | -3.2% | +7.4% | +4.7% |
| 3M | +14.8% | -12.0% | +26.8% | +17.0% |
| 6M | +10.3% | -19.9% | +30.2% | +13.7% |
| YTD | +14.9% | -30.6% | +45.5% | +20.8% |
| 1Y | +24.1% | -17.7% | +41.9% | +26.4% |
| 3Y | +91.9% | -14.2% | +106.2% | +90.8% |
| 5Y | +176.0% | +9.6% | +166.4% | +152.1% |
| 10Y | +502.9% | +5.7% | +497.3% | +420.5% |
| All | +1,156.2% | +35.7% | +1,120.5% | +1,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling