+2,259.5%
LITE vs WAB
+288.1%
+1,971.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | -1.5% | -3.2% | +1.7% | +0.3% |
| 30D | +6.7% | -4.4% | +11.1% | +9.4% |
| 3M | -6.8% | +7.9% | -14.6% | -11.0% |
| 6M | +29.4% | +8.7% | +20.7% | +23.7% |
| YTD | +139.1% | +33.0% | +106.1% | +104.8% |
| 1Y | +521.0% | +46.7% | +474.3% | +407.0% |
| 3Y | +1,535.3% | +153.0% | +1,382.3% | +955.7% |
| 5Y | +889.8% | +222.3% | +667.6% | +468.0% |
| All | +2,259.5% | +288.1% | +1,971.3% | +999.0% |
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