+1,493.1%
LITE vs ABBV
+599.4%
+893.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | +1.3% | +9.5% | +10.5% |
| 30D | -33.4% | +4.7% | -38.2% | -34.1% |
| 3M | -32.2% | +18.3% | -50.6% | -35.2% |
| 6M | -42.1% | +43.4% | -85.5% | -48.3% |
| YTD | +61.9% | +33.0% | +28.9% | +47.5% |
| 1Y | +163.0% | +30.8% | +132.2% | +140.7% |
| 3Y | +1,358.0% | +135.1% | +1,222.9% | +962.8% |
| 5Y | +549.9% | +201.2% | +348.7% | +315.0% |
| All | +1,493.1% | +599.4% | +893.8% | +507.2% |
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