+1,370.5%
LITE vs BWA
+67.3%
+1,303.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +6.5% |
| 7D | -12.9% | -0.6% | -12.3% | -11.6% |
| 30D | -46.0% | -16.1% | -29.9% | -37.7% |
| 3M | -33.0% | -24.6% | -8.4% | -17.0% |
| 6M | -34.0% | -15.7% | -18.3% | -24.3% |
| YTD | +61.7% | +15.1% | +46.7% | +43.4% |
| 1Y | +148.3% | +15.9% | +132.4% | +119.2% |
| All | +1,370.5% | +67.3% | +1,303.2% | +786.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling