+232.7%
LITE vs ABCL
+138.2%
+94.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -8.0% |
| 7D | -31.4% | -10.0% | -21.5% | -29.9% |
| 30D | -42.6% | -10.9% | -31.7% | -41.3% |
| 3M | -26.2% | +101.6% | -127.9% | -35.6% |
| 6M | -35.8% | +167.5% | -203.3% | -48.4% |
| YTD | +70.0% | +259.1% | -189.0% | +16.1% |
| 1Y | +232.7% | +152.2% | +80.6% | +189.2% |
| All | +232.7% | +138.2% | +94.5% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling