+232.7%
LITE vs W
+21.5%
+211.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +11.0% | -18.8% | -9.0% |
| 7D | -31.4% | +8.4% | -39.8% | -32.0% |
| 30D | -42.6% | +16.5% | -59.1% | -43.5% |
| 3M | -26.2% | +6.4% | -32.7% | -26.7% |
| 6M | -35.8% | +90.5% | -126.3% | -39.7% |
| YTD | +70.0% | +23.1% | +47.0% | +71.5% |
| 1Y | +232.7% | +24.3% | +208.5% | +233.3% |
| All | +232.7% | +21.5% | +211.3% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling