-43.0%
LITE vs ABBV
+43.2%
-86.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +6.8% |
| 7D | -35.9% | -1.2% | -34.7% | -37.3% |
| 30D | -51.5% | +8.0% | -59.5% | -46.0% |
| 3M | -35.7% | +20.2% | -55.9% | -17.7% |
| 6M | -43.0% | +44.0% | -86.9% | -32.1% |
| All | -43.0% | +43.2% | -86.2% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling