+901.5%
LITE vs WBD
-0.2%
+901.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.1% |
| 30D | +6.7% | +8.8% | -2.1% | +4.3% |
| 3M | -6.8% | +4.6% | -11.4% | -7.9% |
| 6M | +29.4% | +1.1% | +28.4% | +29.2% |
| YTD | +139.1% | -2.0% | +141.1% | +140.6% |
| 1Y | +521.0% | +140.0% | +381.0% | +382.6% |
| 3Y | +1,535.3% | +144.4% | +1,390.9% | +1,104.8% |
| All | +901.5% | -0.2% | +901.8% | +751.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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