+230.2%
ABT vs LII
+166.1%
+64.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | +5.2% | -0.6% | +5.8% | +5.1% |
| 3M | -2.7% | -17.0% | +14.3% | +1.3% |
| 6M | +28.8% | -31.1% | +60.0% | +38.4% |
| YTD | -12.3% | -27.7% | +15.4% | -7.7% |
| 1Y | -14.7% | -26.2% | +11.5% | -10.8% |
| 3Y | +21.6% | -9.6% | +31.2% | +13.7% |
| 5Y | -7.8% | +15.7% | -23.4% | -23.4% |
| All | +230.2% | +166.1% | +64.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling