+1,587.5%
LITE vs W
+228.8%
+1,358.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.9% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -46.9% | +6.4% | -53.3% | -47.6% |
| 3M | -28.0% | +9.0% | -37.0% | -29.6% |
| 6M | -35.2% | +69.8% | -105.0% | -44.0% |
| YTD | +58.9% | +12.1% | +46.8% | +48.1% |
| 1Y | +125.3% | 0.0% | +125.3% | +115.7% |
| 3Y | +1,344.4% | +160.3% | +1,184.1% | +946.0% |
| 5Y | +541.2% | -53.3% | +594.5% | +469.2% |
| 10Y | +1,587.5% | +217.0% | +1,370.6% | +725.0% |
| All | +1,587.5% | +228.8% | +1,358.7% | +725.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling