+132.2%
LLY vs ABT
+22.5%
+109.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.1% |
| 7D | -4.5% | +3.5% | -8.0% | -5.4% |
| 30D | +13.9% | +12.0% | +1.9% | +10.5% |
| 3M | +13.8% | +2.5% | +11.3% | +13.0% |
| 6M | +37.6% | +29.1% | +8.5% | +29.0% |
| YTD | +26.6% | -10.1% | +36.7% | +29.5% |
| 1Y | +45.3% | -9.8% | +55.2% | +48.5% |
| 3Y | +132.2% | +23.3% | +109.0% | +120.2% |
| All | +132.2% | +22.5% | +109.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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