+546.2%
LITE vs BBWI
-67.1%
+613.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.2% |
| 7D | -12.9% | -6.2% | -6.7% | -11.2% |
| 30D | -46.0% | +25.5% | -71.5% | -49.5% |
| 3M | -33.0% | +8.0% | -41.0% | -35.4% |
| 6M | -34.0% | +12.7% | -46.7% | -38.2% |
| YTD | +61.7% | +11.6% | +50.1% | +49.4% |
| 1Y | +148.3% | -0.9% | +149.2% | +136.1% |
| 3Y | +1,408.5% | -22.7% | +1,431.2% | +1,404.1% |
| 5Y | +546.2% | -67.2% | +613.3% | +720.4% |
| All | +546.2% | -67.1% | +613.3% | +720.4% |
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