+446.1%
LITE vs W
-55.2%
+501.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.2% | -10.4% | -16.8% |
| 7D | -44.6% | -5.6% | -39.0% | -43.7% |
| 30D | -55.0% | +7.5% | -62.5% | -55.7% |
| 3M | -38.3% | +5.4% | -43.7% | -39.2% |
| 6M | -48.8% | +79.4% | -128.1% | -56.5% |
| YTD | +38.3% | +12.9% | +25.4% | +28.7% |
| 1Y | +119.0% | +12.4% | +106.6% | +103.9% |
| 3Y | +1,092.0% | +128.5% | +963.5% | +770.9% |
| 5Y | +446.1% | -54.0% | +500.0% | +335.4% |
| All | +446.1% | -55.2% | +501.3% | +335.4% |
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