+1,402.3%
LITE vs ABT
+234.7%
+1,167.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +6.7% |
| 7D | -35.9% | +3.5% | -39.4% | -37.0% |
| 30D | -51.5% | +12.0% | -63.6% | -53.8% |
| 3M | -35.7% | +2.5% | -38.2% | -37.1% |
| 6M | -43.0% | +29.1% | -72.0% | -50.5% |
| YTD | +46.1% | -10.1% | +56.2% | +50.0% |
| 1Y | +124.7% | -9.8% | +134.5% | +129.9% |
| 3Y | +1,172.1% | +23.3% | +1,148.8% | +927.3% |
| 5Y | +477.0% | -2.4% | +479.4% | +430.0% |
| All | +1,402.3% | +234.7% | +1,167.6% | +561.8% |
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