-7.4%
ABT vs LSCC
+33.9%
-41.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.4% |
| 7D | -1.3% | +7.0% | -8.3% | -1.7% |
| 30D | +6.0% | -2.3% | +8.3% | +6.0% |
| 3M | -1.9% | -12.5% | +10.6% | -1.5% |
| 6M | +31.2% | -10.6% | +41.8% | +30.4% |
| YTD | -11.2% | +52.7% | -63.9% | -16.4% |
| 1Y | -14.0% | +74.0% | -87.9% | -20.0% |
| 3Y | +20.7% | +104.8% | -84.1% | +5.9% |
| All | -7.4% | +33.9% | -41.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling