+521.0%
LITE vs GWRE
-25.4%
+546.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -19.9% | +23.9% | -1.3% |
| 7D | -1.5% | -21.1% | +19.6% | -6.9% |
| 30D | +6.7% | +1.3% | +5.4% | +8.3% |
| 3M | -6.8% | +7.4% | -14.2% | -0.6% |
| 6M | +29.4% | +5.6% | +23.8% | +39.5% |
| YTD | +139.1% | -19.2% | +158.3% | +177.6% |
| 1Y | +521.0% | -25.1% | +546.1% | +616.7% |
| All | +521.0% | -25.4% | +546.4% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling