+446.1%
LITE vs IWD
+70.2%
+375.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.6% | -16.1% | -14.4% |
| 7D | -44.6% | -0.9% | -43.7% | -43.5% |
| 30D | -55.0% | +2.6% | -57.7% | -56.8% |
| 3M | -38.3% | +1.2% | -39.6% | -39.9% |
| 6M | -48.8% | +12.1% | -60.9% | -58.1% |
| YTD | +38.3% | +24.1% | +14.1% | -3.7% |
| 1Y | +119.0% | +28.5% | +90.5% | +45.4% |
| 3Y | +1,092.0% | +79.5% | +1,012.5% | +421.4% |
| 5Y | +446.1% | +70.3% | +375.8% | +157.6% |
| All | +446.1% | +70.2% | +375.8% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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