+163.0%
LITE vs ABBV
+30.0%
+133.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.4% |
| 7D | +10.8% | +1.3% | +9.5% | +11.3% |
| 30D | -33.4% | +4.7% | -38.2% | -31.8% |
| 3M | -32.2% | +18.3% | -50.6% | -25.9% |
| 6M | -42.1% | +43.4% | -85.5% | -39.5% |
| YTD | +61.9% | +33.0% | +28.9% | +78.5% |
| 1Y | +163.0% | +30.8% | +132.2% | +186.1% |
| All | +163.0% | +30.0% | +133.0% | +186.1% |
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