+1,408.5%
LITE vs WAB
+174.1%
+1,234.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.5% | +5.0% |
| 7D | -12.9% | +4.0% | -16.9% | -15.5% |
| 30D | -46.0% | +4.5% | -50.4% | -47.8% |
| 3M | -33.0% | +2.3% | -35.3% | -33.9% |
| 6M | -34.0% | +12.5% | -46.5% | -42.1% |
| YTD | +61.7% | +40.2% | +21.6% | +11.2% |
| 1Y | +148.3% | +45.2% | +103.1% | +65.3% |
| 3Y | +1,408.5% | +171.8% | +1,236.7% | +407.0% |
| All | +1,408.5% | +174.1% | +1,234.4% | +407.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling