+490.8%
LITE vs BBWI
-67.9%
+558.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +8.9% | +6.5% |
| 7D | -35.9% | -6.2% | -29.7% | -34.8% |
| 30D | -51.5% | +19.9% | -71.5% | -54.2% |
| 3M | -35.7% | +7.1% | -42.9% | -37.9% |
| 6M | -43.0% | +13.7% | -56.6% | -46.8% |
| YTD | +46.1% | +9.6% | +36.5% | +35.6% |
| 1Y | +124.7% | -1.6% | +126.4% | +113.9% |
| 3Y | +1,172.1% | -25.9% | +1,197.9% | +1,182.7% |
| All | +490.8% | -67.9% | +558.7% | +654.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling