+1,670.7%
LITE vs ABT
+226.7%
+1,444.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.7% | +11.0% |
| 7D | +3.4% | -5.4% | +8.8% | +5.3% |
| 30D | -34.9% | +8.0% | -42.9% | -37.1% |
| 3M | -21.0% | +0.2% | -21.2% | -22.0% |
| 6M | -38.5% | +34.1% | -72.6% | -47.6% |
| YTD | +75.8% | -10.6% | +86.4% | +80.9% |
| 1Y | +156.7% | -11.8% | +168.5% | +165.4% |
| 3Y | +1,498.6% | +23.9% | +1,474.7% | +1,181.6% |
| 5Y | +610.9% | -5.1% | +616.0% | +564.2% |
| 10Y | +1,670.7% | +228.6% | +1,442.0% | +637.3% |
| All | +1,670.7% | +226.7% | +1,444.0% | +637.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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