+999.3%
ABT vs LII
+3,124.4%
-2,125.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.5% | -12.6% | +15.1% | +4.6% |
| 3M | +20.2% | -24.4% | +44.6% | +24.7% |
| 6M | -2.9% | -28.7% | +25.8% | +1.3% |
| YTD | -11.9% | -19.1% | +7.2% | -10.1% |
| 1Y | -16.5% | -29.7% | +13.2% | -13.1% |
| 3Y | +12.1% | +4.8% | +7.3% | +7.4% |
| 5Y | -7.4% | +24.6% | -32.0% | -14.9% |
| 10Y | +210.7% | +169.2% | +41.5% | +152.4% |
| All | +999.3% | +3,124.4% | -2,125.1% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling