+212.1%
ABT vs LSCC
+1,763.3%
-1,551.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | +2.5% | -9.7% | +12.2% | +3.5% |
| 3M | +20.2% | -23.7% | +43.9% | +22.8% |
| 6M | -2.9% | +26.5% | -29.4% | -7.9% |
| YTD | -11.9% | +57.5% | -69.4% | -19.3% |
| 1Y | -16.5% | +75.7% | -92.2% | -25.1% |
| 3Y | +12.1% | +19.5% | -7.3% | +2.8% |
| 5Y | -7.4% | +83.8% | -91.2% | -25.6% |
| All | +212.1% | +1,763.3% | -1,551.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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