+1,670.7%
LITE vs WAB
+282.9%
+1,387.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.4% | +10.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.3% |
| 30D | -34.9% | +6.4% | -41.3% | -36.7% |
| 3M | -21.0% | +2.2% | -23.2% | -21.4% |
| 6M | -38.5% | +13.7% | -52.2% | -42.7% |
| YTD | +75.8% | +43.0% | +32.8% | +45.3% |
| 1Y | +156.7% | +47.0% | +109.7% | +109.7% |
| 3Y | +1,498.6% | +174.4% | +1,324.2% | +889.9% |
| 5Y | +610.9% | +222.2% | +388.7% | +304.9% |
| 10Y | +1,670.7% | +276.9% | +1,393.8% | +690.2% |
| All | +1,670.7% | +282.9% | +1,387.8% | +690.2% |
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