+1,402.3%
LITE vs ACWI
+219.0%
+1,183.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -2.4% | -33.6% | -32.8% |
| 30D | -51.5% | -5.2% | -46.3% | -46.1% |
| 3M | -35.7% | -4.8% | -30.9% | -28.9% |
| 6M | -43.0% | -1.3% | -41.7% | -39.5% |
| YTD | +46.1% | +8.4% | +37.7% | +34.7% |
| 1Y | +124.7% | +11.0% | +113.7% | +102.1% |
| 3Y | +1,172.1% | +70.6% | +1,101.5% | +566.7% |
| 5Y | +477.0% | +55.3% | +421.7% | +249.4% |
| All | +1,402.3% | +219.0% | +1,183.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling