+552.8%
LITE vs BWA
+35.3%
+517.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +7.3% |
| 7D | -12.9% | -0.6% | -12.3% | -11.8% |
| 30D | -46.0% | -16.1% | -29.9% | -39.1% |
| 3M | -33.0% | -24.6% | -8.4% | -19.8% |
| 6M | -34.0% | -15.7% | -18.3% | -25.8% |
| YTD | +61.7% | +15.1% | +46.7% | +49.4% |
| 1Y | +148.3% | +15.9% | +132.4% | +128.8% |
| 3Y | +1,408.5% | +67.1% | +1,341.4% | +1,013.4% |
| All | +552.8% | +35.3% | +517.5% | +407.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling