+1,402.3%
LITE vs ABBV
+670.6%
+731.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.4% |
| 7D | -35.9% | -1.2% | -34.7% | -35.6% |
| 30D | -51.5% | +8.0% | -59.5% | -52.4% |
| 3M | -35.7% | +20.2% | -55.9% | -38.8% |
| 6M | -43.0% | +44.0% | -86.9% | -49.1% |
| YTD | +46.1% | +31.3% | +14.8% | +33.8% |
| 1Y | +124.7% | +37.0% | +87.7% | +102.9% |
| 3Y | +1,172.1% | +128.0% | +1,044.1% | +842.8% |
| 5Y | +477.0% | +196.9% | +280.1% | +273.4% |
| All | +1,402.3% | +670.6% | +731.7% | +549.5% |
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