+124.7%
LITE vs W
+10.8%
+113.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | -35.9% | -3.6% | -32.3% | -35.4% |
| 30D | -51.5% | +7.0% | -58.5% | -51.6% |
| 3M | -35.7% | +7.4% | -43.1% | -35.9% |
| 6M | -43.0% | +69.3% | -112.3% | -45.1% |
| YTD | +46.1% | +11.3% | +34.8% | +49.0% |
| 1Y | +124.7% | +13.2% | +111.5% | +126.5% |
| All | +124.7% | +10.8% | +113.9% | +126.5% |
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