+1,103.8%
LITE vs BBWI
-25.6%
+1,129.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.2% | -12.5% | -17.0% |
| 7D | -44.6% | -3.1% | -41.5% | -44.0% |
| 30D | -55.0% | +23.1% | -78.2% | -57.7% |
| 3M | -38.3% | +7.3% | -45.6% | -40.2% |
| 6M | -48.8% | +22.6% | -71.4% | -53.4% |
| YTD | +38.3% | +13.3% | +25.0% | +26.8% |
| 1Y | +119.0% | -2.6% | +121.6% | +110.7% |
| All | +1,103.8% | -25.6% | +1,129.4% | +1,053.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling