+2,898.2%
LITE vs BWA
+23.3%
+2,874.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.7% | -13.0% | -15.6% |
| 7D | -44.6% | -10.8% | -33.7% | -40.7% |
| 30D | -55.0% | -25.0% | -30.0% | -47.1% |
| 3M | -38.3% | -28.6% | -9.7% | -25.7% |
| 6M | -48.8% | -16.6% | -32.2% | -43.0% |
| YTD | +38.3% | +6.3% | +32.0% | +34.7% |
| 1Y | +119.0% | +7.2% | +111.8% | +112.9% |
| 3Y | +1,092.0% | +48.2% | +1,043.8% | +883.9% |
| 5Y | +446.1% | +23.4% | +422.6% | +372.3% |
| 10Y | +1,381.7% | +84.0% | +1,297.7% | +917.9% |
| All | +2,898.2% | +23.3% | +2,874.9% | +1,844.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling