+125.3%
LITE vs ABT
-9.7%
+135.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -13.9% | +1.0% | -14.9% | -12.9% |
| 30D | -46.9% | +11.6% | -58.5% | -41.3% |
| 3M | -28.0% | +2.3% | -30.3% | -24.6% |
| 6M | -35.2% | +32.7% | -68.0% | -22.8% |
| YTD | +58.9% | -9.6% | +68.5% | +105.3% |
| 1Y | +125.3% | -10.1% | +135.4% | +196.3% |
| All | +125.3% | -9.7% | +135.1% | +196.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling