+901.5%
LITE vs ABBV
+179.0%
+722.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +6.7% | +4.2% | +2.5% | +6.5% |
| 3M | -6.8% | +14.8% | -21.6% | -8.2% |
| 6M | +29.4% | +10.3% | +19.2% | +28.1% |
| YTD | +139.1% | +14.9% | +124.2% | +135.3% |
| 1Y | +521.0% | +24.1% | +496.9% | +506.5% |
| 3Y | +1,535.3% | +91.9% | +1,443.3% | +1,406.3% |
| All | +901.5% | +179.0% | +722.6% | +646.2% |
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