-7.0%
ABT vs LSCC
+82.7%
-89.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | +2.5% | -9.7% | +12.2% | +3.0% |
| 3M | +20.2% | -23.7% | +43.9% | +21.7% |
| 6M | -2.9% | +26.5% | -29.4% | -6.4% |
| YTD | -11.9% | +57.5% | -69.4% | -16.9% |
| 1Y | -16.5% | +75.7% | -92.2% | -22.4% |
| 3Y | +12.1% | +19.5% | -7.3% | +7.9% |
| All | -7.0% | +82.7% | -89.7% | -23.1% |
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