+124.7%
LITE vs BWA
+10.1%
+114.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.7% |
| 7D | -35.9% | -5.5% | -30.5% | -32.8% |
| 30D | -51.5% | -21.7% | -29.8% | -42.2% |
| 3M | -35.7% | -25.6% | -10.1% | -21.0% |
| 6M | -43.0% | -17.4% | -25.5% | -33.1% |
| YTD | +46.1% | +9.2% | +36.9% | +37.5% |
| 1Y | +124.7% | +9.7% | +115.0% | +115.1% |
| All | +124.7% | +10.1% | +114.6% | +115.1% |
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