+901.5%
LITE vs WTW
+56.1%
+845.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.1% |
| 7D | -1.5% | -2.6% | +1.1% | -1.4% |
| 30D | +6.7% | -1.0% | +7.6% | +6.7% |
| 3M | -6.8% | +29.9% | -36.7% | -8.9% |
| 6M | +29.4% | +10.7% | +18.7% | +29.6% |
| YTD | +139.1% | +2.6% | +136.5% | +141.9% |
| 1Y | +521.0% | +2.8% | +518.2% | +523.9% |
| 3Y | +1,535.3% | +67.3% | +1,468.0% | +1,160.0% |
| All | +901.5% | +56.1% | +845.5% | +663.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling