+991.0%
LITE vs WBD
+1.5%
+989.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +25.7% | +1.0% | +24.7% | +25.4% |
| 30D | +20.3% | -0.4% | +20.6% | +20.5% |
| 3M | +97.2% | +1.7% | +95.5% | +96.7% |
| 6M | +327.3% | +19.6% | +307.7% | +307.7% |
| YTD | +169.8% | -5.6% | +175.4% | +174.2% |
| 1Y | +1,474.4% | +225.2% | +1,249.2% | +1,011.7% |
| 3Y | +1,981.5% | +111.2% | +1,870.4% | +1,476.4% |
| All | +991.0% | +1.5% | +989.6% | +816.3% |
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