+5,083.9%
LITE vs ABBV
+471.6%
+4,612.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +6.7% | +4.2% | +2.5% | +5.3% |
| 3M | -6.8% | +14.8% | -21.6% | -11.2% |
| 6M | +29.4% | +10.3% | +19.2% | +24.3% |
| YTD | +139.1% | +14.9% | +124.2% | +127.1% |
| 1Y | +521.0% | +24.1% | +496.9% | +475.5% |
| 3Y | +1,535.3% | +91.9% | +1,443.3% | +1,196.9% |
| 5Y | +889.8% | +176.0% | +713.8% | +575.1% |
| 10Y | +2,400.7% | +502.9% | +1,897.8% | +1,203.7% |
| All | +5,083.9% | +471.6% | +4,612.2% | +3,183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling