+125.3%
LITE vs W
+4.6%
+120.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.3% |
| 7D | -13.9% | +1.1% | -15.0% | -13.7% |
| 30D | -46.9% | +6.4% | -53.3% | -46.9% |
| 3M | -28.0% | +9.0% | -37.0% | -28.3% |
| 6M | -35.2% | +69.8% | -105.0% | -37.3% |
| YTD | +58.9% | +12.1% | +46.8% | +61.7% |
| 1Y | +125.3% | 0.0% | +125.3% | +150.2% |
| All | +125.3% | +4.6% | +120.7% | +150.2% |
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 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