+1,402.3%
LITE vs W
+238.4%
+1,163.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.0% |
| 7D | -35.9% | -3.6% | -32.3% | -35.4% |
| 30D | -51.5% | +7.0% | -58.5% | -52.2% |
| 3M | -35.7% | +7.4% | -43.1% | -36.9% |
| 6M | -43.0% | +69.3% | -112.3% | -50.7% |
| YTD | +46.1% | +11.3% | +34.8% | +36.4% |
| 1Y | +124.7% | +13.2% | +111.5% | +108.8% |
| 3Y | +1,172.1% | +142.0% | +1,030.0% | +835.9% |
| 5Y | +477.0% | -54.6% | +531.6% | +415.0% |
| All | +1,402.3% | +238.4% | +1,163.9% | +706.8% |
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