+2,405.2%
LITE vs GWRE
+129.6%
+2,275.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.9% |
| 7D | +10.4% | -30.9% | +41.4% | +22.4% |
| 30D | +14.0% | -20.7% | +34.7% | +19.4% |
| 3M | +9.7% | +20.2% | -10.5% | -5.5% |
| 6M | +39.2% | -11.9% | +51.1% | +31.9% |
| YTD | +153.9% | -30.3% | +184.2% | +163.8% |
| 1Y | +467.5% | -44.6% | +512.1% | +559.7% |
| 3Y | +1,784.2% | +48.8% | +1,735.4% | +1,137.6% |
| 5Y | +990.3% | +14.8% | +975.5% | +698.1% |
| All | +2,405.2% | +129.6% | +2,275.6% | +967.1% |
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