+542.4%
LITE vs ABBV
+200.2%
+342.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -13.9% | +2.8% | -16.7% | -13.8% |
| 30D | -46.9% | +7.0% | -53.9% | -46.7% |
| 3M | -28.0% | +19.2% | -47.3% | -27.5% |
| 6M | -35.2% | +47.8% | -83.0% | -36.4% |
| YTD | +58.9% | +32.5% | +26.4% | +57.8% |
| 1Y | +125.3% | +38.4% | +86.9% | +122.8% |
| 3Y | +1,344.4% | +134.3% | +1,210.1% | +1,248.1% |
| All | +542.4% | +200.2% | +342.2% | +386.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling