+3,068.2%
LITE vs WTW
+214.8%
+2,853.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.3% |
| 7D | -35.9% | +1.4% | -37.3% | -36.3% |
| 30D | -51.5% | +13.1% | -64.7% | -53.7% |
| 3M | -35.7% | -3.0% | -32.8% | -35.8% |
| 6M | -43.0% | +31.2% | -74.2% | -49.6% |
| YTD | +46.1% | +1.1% | +45.0% | +40.0% |
| 1Y | +124.7% | +3.4% | +121.3% | +112.9% |
| 3Y | +1,172.1% | +44.7% | +1,127.3% | +883.1% |
| 5Y | +477.0% | +52.0% | +425.0% | +327.4% |
| 10Y | +1,465.7% | +223.5% | +1,242.1% | +641.0% |
| All | +3,068.2% | +214.8% | +2,853.4% | +1,615.4% |
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