+163.0%
LITE vs ABT
-13.5%
+176.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -3.5% |
| 7D | +10.8% | -1.3% | +12.1% | +9.7% |
| 30D | -33.4% | +6.0% | -39.5% | -29.2% |
| 3M | -32.2% | -1.9% | -30.4% | -31.0% |
| 6M | -42.1% | +31.2% | -73.3% | -32.4% |
| YTD | +61.9% | -11.2% | +73.1% | +110.7% |
| 1Y | +163.0% | -14.0% | +176.9% | +244.3% |
| All | +163.0% | -13.5% | +176.4% | +244.3% |
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