+562.5%
LITE vs BBWI
-67.6%
+630.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | +10.8% | +0.1% | +10.6% | +10.8% |
| 30D | -33.4% | +12.9% | -46.3% | -35.8% |
| 3M | -32.2% | +16.0% | -48.2% | -36.0% |
| 6M | -42.1% | +16.6% | -58.7% | -46.3% |
| YTD | +61.9% | +9.7% | +52.1% | +50.2% |
| 1Y | +163.0% | +1.5% | +161.5% | +147.9% |
| 3Y | +1,358.0% | -21.4% | +1,379.4% | +1,347.7% |
| All | +562.5% | -67.6% | +630.1% | +749.3% |
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