+1,402.3%
LITE vs BWA
+84.4%
+1,318.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.1% |
| 7D | -35.9% | -5.5% | -30.5% | -33.4% |
| 30D | -51.5% | -21.7% | -29.8% | -43.7% |
| 3M | -35.7% | -25.6% | -10.1% | -23.4% |
| 6M | -43.0% | -17.4% | -25.5% | -35.7% |
| YTD | +46.1% | +9.2% | +36.9% | +39.6% |
| 1Y | +124.7% | +9.7% | +115.0% | +114.5% |
| 3Y | +1,172.1% | +54.6% | +1,117.4% | +905.7% |
| 5Y | +477.0% | +26.8% | +450.3% | +382.9% |
| All | +1,402.3% | +84.4% | +1,318.0% | +952.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling