+552.8%
LITE vs WAB
+218.0%
+334.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.5% | +6.1% |
| 7D | -12.9% | +4.0% | -16.9% | -15.0% |
| 30D | -46.0% | +4.5% | -50.4% | -47.4% |
| 3M | -33.0% | +2.3% | -35.3% | -33.7% |
| 6M | -34.0% | +12.5% | -46.5% | -40.4% |
| YTD | +61.7% | +40.2% | +21.6% | +22.0% |
| 1Y | +148.3% | +45.2% | +103.1% | +82.8% |
| 3Y | +1,408.5% | +171.8% | +1,236.7% | +645.2% |
| All | +552.8% | +218.0% | +334.7% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling