+2,898.2%
LITE vs ABT
+175.4%
+2,722.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.7% | -17.0% | -18.1% |
| 7D | -44.6% | +8.6% | -53.2% | -46.3% |
| 30D | -55.0% | +16.4% | -71.5% | -57.6% |
| 3M | -38.3% | +8.1% | -46.4% | -40.7% |
| 6M | -48.8% | +32.1% | -80.8% | -55.6% |
| YTD | +38.3% | -7.1% | +45.4% | +40.0% |
| 1Y | +119.0% | -6.5% | +125.5% | +120.6% |
| 3Y | +1,092.0% | +26.2% | +1,065.8% | +872.0% |
| 5Y | +446.1% | +0.9% | +445.2% | +399.0% |
| 10Y | +1,381.7% | +250.7% | +1,130.9% | +630.1% |
| All | +2,898.2% | +175.4% | +2,722.8% | +1,265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling