+232.7%
LITE vs BWA
+17.4%
+215.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.3% | -6.1% |
| 7D | -31.4% | -9.9% | -21.5% | -26.3% |
| 30D | -42.6% | -16.4% | -26.2% | -34.7% |
| 3M | -26.2% | -19.8% | -6.4% | -14.2% |
| 6M | -35.8% | -10.0% | -25.8% | -29.1% |
| YTD | +70.0% | +12.7% | +57.3% | +49.7% |
| 1Y | +232.7% | +15.7% | +217.1% | +189.3% |
| All | +232.7% | +17.4% | +215.4% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling