+1,172.1%
LITE vs ABBV
+126.8%
+1,045.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.8% |
| 7D | -35.9% | -1.2% | -34.7% | -36.0% |
| 30D | -51.5% | +8.0% | -59.5% | -51.0% |
| 3M | -35.7% | +20.2% | -55.9% | -34.4% |
| 6M | -43.0% | +44.0% | -86.9% | -43.2% |
| YTD | +46.1% | +31.3% | +14.8% | +47.1% |
| 1Y | +124.7% | +37.0% | +87.7% | +125.3% |
| 3Y | +1,172.1% | +128.0% | +1,044.1% | +949.2% |
| All | +1,172.1% | +126.8% | +1,045.2% | +949.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling