+1,493.1%
LITE vs W
+212.4%
+1,280.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | +0.2% | +10.6% | +10.9% |
| 30D | -33.4% | +6.8% | -40.3% | -34.3% |
| 3M | -32.2% | +10.7% | -42.9% | -34.0% |
| 6M | -42.1% | +86.3% | -128.4% | -50.8% |
| YTD | +61.9% | +11.5% | +50.4% | +51.2% |
| 1Y | +163.0% | +5.1% | +157.9% | +148.7% |
| 3Y | +1,358.0% | +171.0% | +1,187.0% | +948.5% |
| 5Y | +549.9% | -56.6% | +606.5% | +486.8% |
| All | +1,493.1% | +212.4% | +1,280.7% | +684.2% |
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