+588.2%
LITE vs ABCL
-79.5%
+667.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +9.8% |
| 7D | -12.9% | +12.4% | -25.3% | -14.3% |
| 30D | -46.0% | -0.4% | -45.6% | -45.6% |
| 3M | -33.0% | +80.4% | -113.4% | -39.3% |
| 6M | -34.0% | +138.5% | -172.6% | -43.3% |
| YTD | +61.7% | +265.5% | -203.8% | +28.6% |
| 1Y | +148.3% | +219.7% | -71.4% | +101.9% |
| 3Y | +1,408.5% | +209.4% | +1,199.1% | +1,069.8% |
| 5Y | +546.2% | -15.0% | +561.2% | +420.0% |
| All | +588.2% | -79.5% | +667.8% | +454.2% |
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 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