+1,670.7%
LITE vs ABBV
+597.7%
+1,073.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.5% |
| 30D | -34.9% | +5.6% | -40.5% | -35.7% |
| 3M | -21.0% | +18.7% | -39.7% | -24.6% |
| 6M | -38.5% | +47.4% | -85.9% | -45.6% |
| YTD | +75.8% | +33.0% | +42.9% | +60.2% |
| 1Y | +156.7% | +34.9% | +121.8% | +132.7% |
| 3Y | +1,498.6% | +135.2% | +1,363.4% | +1,065.3% |
| 5Y | +610.9% | +202.1% | +408.8% | +353.5% |
| 10Y | +1,670.7% | +602.6% | +1,068.1% | +577.5% |
| All | +1,670.7% | +597.7% | +1,073.0% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling