+1,483.7%
LITE vs ABBV
+135.2%
+1,348.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -34.9% | +5.6% | -40.5% | -34.3% |
| 3M | -21.0% | +18.7% | -39.7% | -19.1% |
| 6M | -38.5% | +47.4% | -85.9% | -38.3% |
| YTD | +75.8% | +33.0% | +42.9% | +78.1% |
| 1Y | +156.7% | +34.9% | +121.8% | +159.5% |
| All | +1,483.7% | +135.2% | +1,348.6% | +1,528.1% |
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 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