+232.7%
LITE vs WTW
+8.6%
+224.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.8% | -5.4% |
| 7D | -31.4% | +4.9% | -36.3% | -28.4% |
| 30D | -42.6% | +17.1% | -59.7% | -34.3% |
| 3M | -26.2% | -0.3% | -25.9% | -24.0% |
| 6M | -35.8% | +30.7% | -66.5% | -18.0% |
| YTD | +70.0% | +3.7% | +66.3% | +98.9% |
| 1Y | +232.7% | +5.9% | +226.9% | +289.4% |
| All | +232.7% | +8.6% | +224.1% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling