+146.1%
LITE vs BBWI
+1.2%
+144.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.3% |
| 7D | +22.6% | -4.5% | +27.1% | +23.1% |
| 30D | -36.8% | +17.1% | -53.9% | -37.7% |
| 3M | -33.0% | +17.5% | -50.5% | -34.5% |
| 6M | -37.1% | +12.8% | -49.9% | -38.6% |
| YTD | +69.5% | +8.2% | +61.3% | +65.0% |
| 1Y | +146.1% | -1.8% | +147.9% | +145.9% |
| All | +146.1% | +1.2% | +144.9% | +145.9% |
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