+901.5%
LITE vs W
-63.2%
+964.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.4% |
| 7D | -1.5% | -4.2% | +2.6% | -0.6% |
| 30D | +6.7% | -7.6% | +14.2% | +8.4% |
| 3M | -6.8% | +37.2% | -43.9% | -14.8% |
| 6M | +29.4% | +26.3% | +3.1% | +19.3% |
| YTD | +139.1% | -1.0% | +140.1% | +129.7% |
| 1Y | +521.0% | +20.1% | +500.9% | +465.7% |
| 3Y | +1,535.3% | +37.8% | +1,497.5% | +1,207.4% |
| All | +901.5% | -63.2% | +964.7% | +743.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling