+488.4%
LITE vs ABCL
-81.8%
+570.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.4% | -9.3% | -17.1% |
| 7D | -44.6% | -14.9% | -29.7% | -42.9% |
| 30D | -55.0% | -15.4% | -39.7% | -53.5% |
| 3M | -38.3% | +88.0% | -126.3% | -44.5% |
| 6M | -48.8% | +138.8% | -187.6% | -56.0% |
| YTD | +38.3% | +225.4% | -187.2% | +11.9% |
| 1Y | +119.0% | +137.3% | -18.3% | +85.5% |
| 3Y | +1,092.0% | +136.8% | +955.2% | +852.2% |
| 5Y | +446.1% | -26.2% | +472.3% | +347.4% |
| All | +488.4% | -81.8% | +570.2% | +382.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling