+917.4%
LITE vs ABCL
-81.3%
+998.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +6.7% | +93.1% | -86.4% | -4.8% |
| 3M | -6.8% | +79.4% | -86.2% | -16.2% |
| 6M | +29.4% | +214.9% | -185.4% | +6.1% |
| YTD | +139.1% | +234.2% | -95.1% | +92.0% |
| 1Y | +521.0% | +174.8% | +346.2% | +412.0% |
| 3Y | +1,535.3% | +104.5% | +1,430.8% | +1,208.3% |
| 5Y | +889.8% | -39.0% | +928.8% | +701.0% |
| All | +917.4% | -81.3% | +998.6% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling