+1,568.0%
LITE vs GWRE
+170.6%
+1,397.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.0% |
| 7D | +22.6% | -4.4% | +26.9% | +24.1% |
| 30D | -36.8% | -3.5% | -33.3% | -36.8% |
| 3M | -33.0% | -7.6% | -25.5% | -34.3% |
| 6M | -37.1% | +21.8% | -58.8% | -47.3% |
| YTD | +69.5% | -20.4% | +89.9% | +66.1% |
| 1Y | +146.1% | -27.6% | +173.7% | +152.6% |
| 3Y | +1,440.8% | +75.7% | +1,365.2% | +840.1% |
| 5Y | +580.4% | +27.8% | +552.7% | +379.4% |
| All | +1,568.0% | +170.6% | +1,397.4% | +559.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling