+146.1%
LITE vs GWRE
-27.4%
+173.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.2% |
| 7D | +22.6% | -4.4% | +26.9% | +20.7% |
| 30D | -36.8% | -3.5% | -33.3% | -37.1% |
| 3M | -33.0% | -7.6% | -25.5% | -32.6% |
| 6M | -37.1% | +21.8% | -58.8% | -28.2% |
| YTD | +69.5% | -20.4% | +89.9% | +119.8% |
| 1Y | +146.1% | -27.6% | +173.7% | +222.8% |
| All | +146.1% | -27.4% | +173.6% | +222.8% |
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