+1,618.0%
LITE vs ABBV
+599.0%
+1,019.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | -12.9% | +1.5% | -14.4% | -13.1% |
| 30D | -46.0% | +6.7% | -52.7% | -46.8% |
| 3M | -33.0% | +19.9% | -53.0% | -36.3% |
| 6M | -34.0% | +47.5% | -81.5% | -41.6% |
| YTD | +61.7% | +32.2% | +29.5% | +47.6% |
| 1Y | +148.3% | +37.8% | +110.5% | +123.5% |
| 3Y | +1,408.5% | +134.8% | +1,273.7% | +1,001.2% |
| 5Y | +546.2% | +203.0% | +343.2% | +312.1% |
| All | +1,618.0% | +599.0% | +1,019.0% | +584.0% |
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