+5,083.9%
LITE vs BWA
+75.2%
+5,008.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.6% |
| 7D | -1.5% | +5.7% | -7.2% | -4.3% |
| 30D | +6.7% | +1.4% | +5.2% | +5.9% |
| 3M | -6.8% | -12.1% | +5.3% | 0.0% |
| 6M | +29.4% | +28.6% | +0.9% | +14.8% |
| YTD | +139.1% | +51.1% | +88.0% | +92.0% |
| 1Y | +521.0% | +55.9% | +465.1% | +390.8% |
| 3Y | +1,535.3% | +70.1% | +1,465.2% | +1,116.8% |
| 5Y | +889.8% | +90.7% | +799.2% | +577.4% |
| 10Y | +2,400.7% | +154.0% | +2,246.7% | +1,326.3% |
| All | +5,083.9% | +75.2% | +5,008.6% | +2,672.8% |
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 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