+521.0%
LITE vs W
+25.7%
+495.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.6% |
| 7D | -1.5% | -4.2% | +2.6% | -1.0% |
| 30D | +6.7% | -7.6% | +14.2% | +7.7% |
| 3M | -6.8% | +37.2% | -43.9% | -10.9% |
| 6M | +29.4% | +26.3% | +3.1% | +26.3% |
| YTD | +139.1% | -1.0% | +140.1% | +143.3% |
| 1Y | +521.0% | +20.1% | +500.9% | +488.1% |
| All | +521.0% | +25.7% | +495.3% | +488.1% |
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