+1,568.0%
LITE vs ABT
+222.7%
+1,345.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | +22.6% | -5.6% | +28.1% | +24.8% |
| 30D | -36.8% | +5.2% | -41.9% | -38.4% |
| 3M | -33.0% | -2.7% | -30.3% | -33.2% |
| 6M | -37.1% | +28.8% | -65.9% | -45.5% |
| YTD | +69.5% | -12.3% | +81.7% | +75.4% |
| 1Y | +146.1% | -14.7% | +160.8% | +158.0% |
| 3Y | +1,440.8% | +21.6% | +1,419.3% | +1,142.1% |
| 5Y | +580.4% | -7.8% | +588.2% | +543.6% |
| All | +1,568.0% | +222.7% | +1,345.2% | +564.3% |
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