+2,586.1%
LITE vs WTW
+200.6%
+2,385.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +11.9% |
| 7D | +12.6% | -2.7% | +15.3% | +13.4% |
| 30D | +9.9% | -5.6% | +15.6% | +11.6% |
| 3M | +9.3% | +26.5% | -17.2% | -0.5% |
| 6M | +75.2% | +8.1% | +67.1% | +67.1% |
| YTD | +165.5% | -0.3% | +165.8% | +158.1% |
| 1Y | +555.0% | -0.9% | +555.8% | +533.7% |
| 3Y | +1,870.5% | +66.6% | +1,803.8% | +1,305.0% |
| 5Y | +1,009.8% | +54.0% | +955.9% | +715.1% |
| All | +2,586.1% | +200.6% | +2,385.5% | +1,179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling