-10.0%
ABT vs LII
-28.3%
+18.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +11.6% | -2.0% | +13.6% | +11.6% |
| 3M | +3.1% | -20.2% | +23.4% | +4.3% |
| 6M | +32.8% | -32.5% | +65.3% | +34.9% |
| YTD | -9.6% | -27.4% | +17.8% | -9.7% |
| All | -10.0% | -28.3% | +18.3% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling