+1,402.3%
LITE vs BBWI
-43.7%
+1,446.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +8.9% | +6.3% |
| 7D | -35.9% | -6.2% | -29.7% | -35.1% |
| 30D | -51.5% | +19.9% | -71.5% | -53.6% |
| 3M | -35.7% | +7.1% | -42.9% | -37.5% |
| 6M | -43.0% | +13.7% | -56.6% | -45.8% |
| YTD | +46.1% | +9.6% | +36.5% | +38.5% |
| 1Y | +124.7% | -1.6% | +126.4% | +116.8% |
| 3Y | +1,172.1% | -25.9% | +1,197.9% | +1,184.4% |
| 5Y | +477.0% | -67.8% | +544.8% | +552.9% |
| All | +1,402.3% | -43.7% | +1,446.1% | +1,250.8% |
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