+521.0%
LITE vs BBWI
-34.3%
+555.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.6% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | +6.7% | -5.2% | +11.8% | +7.5% |
| 3M | -6.8% | +11.1% | -17.9% | -9.1% |
| 6M | +29.4% | -13.4% | +42.8% | +34.9% |
| YTD | +139.1% | +0.1% | +139.0% | +135.4% |
| 1Y | +521.0% | -36.1% | +557.1% | +490.2% |
| All | +521.0% | -34.3% | +555.3% | +490.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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