+2,898.2%
LITE vs WAB
+209.1%
+2,689.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.6% | -13.1% | -15.6% |
| 7D | -44.6% | -2.5% | -42.1% | -43.7% |
| 30D | -55.0% | -4.4% | -50.7% | -53.6% |
| 3M | -38.3% | -5.9% | -32.4% | -35.8% |
| 6M | -48.8% | +5.9% | -54.7% | -50.3% |
| YTD | +38.3% | +30.9% | +7.4% | +20.8% |
| 1Y | +119.0% | +35.8% | +83.2% | +88.4% |
| 3Y | +1,092.0% | +154.0% | +938.0% | +684.2% |
| 5Y | +446.1% | +203.9% | +242.2% | +229.1% |
| 10Y | +1,381.7% | +286.7% | +1,094.9% | +623.0% |
| All | +2,898.2% | +209.1% | +2,689.1% | +1,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling