+163.0%
LITE vs WTW
+6.3%
+156.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -2.9% |
| 7D | +10.8% | +2.0% | +8.8% | +12.7% |
| 30D | -33.4% | +12.9% | -46.3% | -26.1% |
| 3M | -32.2% | +0.7% | -33.0% | -29.7% |
| 6M | -42.1% | +39.5% | -81.6% | -24.5% |
| YTD | +61.9% | +3.1% | +58.8% | +89.4% |
| 1Y | +163.0% | +4.8% | +158.2% | +203.9% |
| All | +163.0% | +6.3% | +156.7% | +203.9% |
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 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