+1,493.1%
LITE vs WTW
+218.5%
+1,274.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.0% |
| 7D | +10.8% | +2.0% | +8.8% | +10.1% |
| 30D | -33.4% | +12.9% | -46.3% | -36.1% |
| 3M | -32.2% | +0.7% | -33.0% | -33.1% |
| 6M | -42.1% | +39.5% | -81.6% | -49.5% |
| YTD | +61.9% | +3.1% | +58.8% | +54.7% |
| 1Y | +163.0% | +4.8% | +158.2% | +149.6% |
| 3Y | +1,358.0% | +42.9% | +1,315.1% | +1,039.2% |
| 5Y | +549.9% | +55.3% | +494.6% | +376.1% |
| All | +1,493.1% | +218.5% | +1,274.6% | +575.9% |
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