+3,344.5%
LITE vs WTW
+218.7%
+3,125.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | -13.9% | +1.6% | -15.5% | -14.4% |
| 30D | -46.9% | +12.4% | -59.3% | -49.1% |
| 3M | -28.0% | -2.6% | -25.4% | -28.2% |
| 6M | -35.2% | +30.8% | -66.0% | -42.5% |
| YTD | +58.9% | +2.3% | +56.5% | +51.6% |
| 1Y | +125.3% | +4.9% | +120.5% | +112.6% |
| 3Y | +1,344.4% | +43.9% | +1,300.6% | +1,024.0% |
| 5Y | +541.2% | +53.8% | +487.3% | +373.2% |
| 10Y | +1,587.5% | +212.8% | +1,374.7% | +713.3% |
| All | +3,344.5% | +218.7% | +3,125.9% | +1,757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling