+5,083.9%
LITE vs BBWI
-57.7%
+5,141.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.4% |
| 7D | -1.5% | +1.5% | -3.0% | -1.8% |
| 30D | +6.7% | -5.2% | +11.8% | +7.3% |
| 3M | -6.8% | +11.1% | -17.9% | -9.9% |
| 6M | +29.4% | -13.4% | +42.8% | +30.9% |
| YTD | +139.1% | +0.1% | +139.0% | +132.8% |
| 1Y | +521.0% | -36.1% | +557.1% | +560.9% |
| 3Y | +1,535.3% | -44.1% | +1,579.4% | +1,654.8% |
| 5Y | +889.8% | -66.2% | +956.1% | +1,023.9% |
| 10Y | +2,400.7% | -54.8% | +2,455.5% | +2,205.3% |
| All | +5,083.9% | -57.7% | +5,141.5% | +4,653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling