+462.2%
LITE vs GWRE
-44.7%
+506.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.7% |
| 7D | +5.2% | -13.2% | +18.4% | +0.6% |
| 30D | -0.6% | -18.6% | +18.0% | -5.2% |
| 3M | +4.2% | +18.9% | -14.7% | +11.7% |
| 6M | +38.0% | -11.0% | +48.9% | +44.4% |
| YTD | +151.5% | -29.9% | +181.4% | +189.9% |
| 1Y | +462.2% | -44.3% | +506.6% | +545.2% |
| All | +462.2% | -44.7% | +506.9% | +545.2% |
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