+20.7%
ABT vs LII
-8.2%
+28.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | +6.0% | +0.9% | +5.1% | +5.9% |
| 3M | -1.9% | -15.5% | +13.7% | -0.8% |
| 6M | +31.2% | -30.2% | +61.4% | +33.8% |
| YTD | -11.2% | -26.8% | +15.6% | -10.0% |
| 1Y | -14.0% | -25.3% | +11.3% | -13.0% |
| 3Y | +20.7% | -7.8% | +28.4% | +13.3% |
| All | +20.7% | -8.2% | +28.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling