+1,402.3%
LITE vs WAB
+287.6%
+1,114.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.8% | +4.6% |
| 7D | -35.9% | +1.4% | -37.4% | -36.3% |
| 30D | -51.5% | +0.4% | -51.9% | -51.3% |
| 3M | -35.7% | -3.8% | -31.9% | -33.9% |
| 6M | -43.0% | +5.1% | -48.0% | -44.4% |
| YTD | +46.1% | +33.3% | +12.8% | +25.7% |
| 1Y | +124.7% | +39.8% | +84.9% | +89.2% |
| 3Y | +1,172.1% | +161.1% | +1,011.0% | +713.8% |
| 5Y | +477.0% | +209.5% | +267.6% | +238.6% |
| All | +1,402.3% | +287.6% | +1,114.7% | +633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling