+209.7%
ABT vs LII
+163.1%
+46.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.3% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -3.1% | -11.2% | +8.1% | -0.5% |
| 3M | +16.1% | -28.8% | +44.9% | +24.4% |
| 6M | -5.3% | -26.9% | +21.6% | +0.1% |
| YTD | -14.4% | -22.2% | +7.7% | -11.3% |
| 1Y | -18.4% | -32.0% | +13.6% | -12.7% |
| 3Y | +11.2% | -0.4% | +11.7% | +1.3% |
| 5Y | -9.4% | +22.4% | -31.8% | -25.5% |
| 10Y | +209.7% | +171.4% | +38.3% | +102.3% |
| All | +209.7% | +163.1% | +46.6% | +102.3% |
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