+2,898.2%
LITE vs WWD
+571.5%
+2,326.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.0% | -12.7% | -15.7% |
| 7D | -44.6% | -2.6% | -42.0% | -43.8% |
| 30D | -55.0% | -7.7% | -47.3% | -53.0% |
| 3M | -38.3% | -17.7% | -20.6% | -31.6% |
| 6M | -48.8% | -15.9% | -32.8% | -44.6% |
| YTD | +38.3% | +1.8% | +36.5% | +37.3% |
| 1Y | +119.0% | +17.4% | +101.6% | +102.4% |
| 3Y | +1,092.0% | +137.1% | +954.9% | +717.5% |
| 5Y | +446.1% | +162.4% | +283.7% | +251.3% |
| 10Y | +1,381.7% | +452.5% | +929.2% | +574.5% |
| All | +2,898.2% | +571.5% | +2,326.7% | +1,100.0% |
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