+5,083.9%
LITE vs W
+160.0%
+4,923.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.5% |
| 7D | -1.5% | -4.2% | +2.6% | -0.7% |
| 30D | +6.7% | -7.6% | +14.2% | +8.3% |
| 3M | -6.8% | +37.2% | -43.9% | -14.0% |
| 6M | +29.4% | +26.3% | +3.1% | +20.3% |
| YTD | +139.1% | -1.0% | +140.1% | +130.5% |
| 1Y | +521.0% | +20.1% | +500.9% | +471.9% |
| 3Y | +1,535.3% | +37.8% | +1,497.5% | +1,270.2% |
| 5Y | +889.8% | -63.7% | +953.5% | +820.3% |
| 10Y | +2,400.7% | +156.3% | +2,244.4% | +1,492.3% |
| All | +5,083.9% | +160.0% | +4,923.8% | +3,260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling