+232.7%
LITE vs ABBV
+43.0%
+189.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -6.3% |
| 7D | -31.4% | +3.1% | -34.5% | -30.2% |
| 30D | -42.6% | +11.6% | -54.2% | -39.0% |
| 3M | -26.2% | +21.7% | -47.9% | -18.8% |
| 6M | -35.8% | +43.5% | -79.3% | -32.7% |
| YTD | +70.0% | +32.9% | +37.1% | +86.7% |
| 1Y | +232.7% | +40.7% | +192.1% | +270.3% |
| All | +232.7% | +43.0% | +189.8% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling