-18.3%
ABT vs LII
-32.7%
+14.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -3.1% | +2.1% | -5.2% | -3.2% |
| 30D | -2.1% | -12.4% | +10.3% | -1.5% |
| 3M | +17.4% | -24.8% | +42.2% | +18.6% |
| 6M | -2.4% | -25.2% | +22.8% | -1.5% |
| YTD | -14.2% | -20.3% | +6.0% | -14.0% |
| 1Y | -18.3% | -32.9% | +14.6% | -18.6% |
| All | -18.3% | -32.7% | +14.4% | -18.6% |
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