+5,083.9%
LITE vs WBD
-12.8%
+5,096.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -6.8% | +4.6% | -11.4% | -7.8% |
| 6M | +29.4% | +1.1% | +28.4% | +29.2% |
| YTD | +139.1% | -2.0% | +141.1% | +140.5% |
| 1Y | +521.0% | +140.0% | +381.0% | +390.3% |
| 3Y | +1,535.3% | +144.4% | +1,390.9% | +1,133.3% |
| 5Y | +889.8% | -0.2% | +890.1% | +761.9% |
| 10Y | +2,400.7% | +9.1% | +2,391.6% | +1,780.7% |
| All | +5,083.9% | -12.8% | +5,096.6% | +3,756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling