+1,568.0%
LITE vs BBWI
-48.2%
+1,616.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.0% |
| 7D | +22.6% | -4.5% | +27.1% | +23.7% |
| 30D | -36.8% | +17.1% | -53.9% | -39.1% |
| 3M | -33.0% | +17.5% | -50.5% | -36.0% |
| 6M | -37.1% | +12.8% | -49.9% | -40.0% |
| YTD | +69.5% | +8.2% | +61.3% | +61.1% |
| 1Y | +146.1% | -1.8% | +147.9% | +137.7% |
| 3Y | +1,440.8% | -25.8% | +1,466.6% | +1,456.0% |
| 5Y | +580.4% | -68.0% | +648.5% | +671.8% |
| All | +1,568.0% | -48.2% | +1,616.2% | +1,376.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling