+2,331.0%
LITE vs ABT
+210.6%
+2,120.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -3.7% | +2.1% | -0.1% |
| 30D | +6.7% | +2.5% | +4.2% | +5.3% |
| 3M | -6.8% | +20.2% | -26.9% | -15.5% |
| 6M | +29.4% | -2.9% | +32.4% | +29.3% |
| YTD | +139.1% | -11.9% | +151.0% | +149.5% |
| 1Y | +521.0% | -16.5% | +537.5% | +561.4% |
| 3Y | +1,535.3% | +12.1% | +1,523.2% | +1,298.7% |
| 5Y | +889.8% | -7.4% | +897.2% | +838.6% |
| All | +2,331.0% | +210.6% | +2,120.4% | +925.1% |
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