+546.2%
LITE vs ABT
-3.7%
+549.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.7% |
| 7D | -12.9% | +0.3% | -13.2% | -12.8% |
| 30D | -46.0% | +11.6% | -57.6% | -45.8% |
| 3M | -33.0% | +3.1% | -36.2% | -32.8% |
| 6M | -34.0% | +32.8% | -66.8% | -36.0% |
| YTD | +61.7% | -9.6% | +71.3% | +72.1% |
| 1Y | +148.3% | -10.4% | +158.7% | +164.5% |
| 3Y | +1,408.5% | +25.8% | +1,382.7% | +1,215.9% |
| 5Y | +546.2% | -3.4% | +549.6% | +545.9% |
| All | +546.2% | -3.7% | +549.8% | +545.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling