+3,068.2%
LITE vs WWD
+594.4%
+2,473.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +3.9% |
| 7D | -35.9% | +4.2% | -40.1% | -37.3% |
| 30D | -51.5% | -2.1% | -49.4% | -50.8% |
| 3M | -35.7% | -13.2% | -22.6% | -30.5% |
| 6M | -43.0% | -16.9% | -26.1% | -37.8% |
| YTD | +46.1% | +5.2% | +40.9% | +42.7% |
| 1Y | +124.7% | +20.6% | +104.1% | +105.0% |
| 3Y | +1,172.1% | +146.3% | +1,025.7% | +756.5% |
| 5Y | +477.0% | +171.3% | +305.7% | +265.1% |
| 10Y | +1,465.7% | +471.3% | +994.4% | +601.1% |
| All | +3,068.2% | +594.4% | +2,473.8% | +1,147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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