+1,870.5%
LITE vs GWRE
+66.3%
+1,804.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.8% | +18.9% | +11.3% |
| 7D | +12.6% | -25.6% | +38.2% | +13.6% |
| 30D | +9.9% | -12.2% | +22.1% | +9.6% |
| 3M | +9.3% | +17.7% | -8.4% | +4.1% |
| 6M | +75.2% | -11.3% | +86.6% | +77.2% |
| YTD | +165.5% | -25.5% | +191.0% | +189.6% |
| 1Y | +555.0% | -42.8% | +597.8% | +701.3% |
| 3Y | +1,870.5% | +59.0% | +1,811.5% | +1,281.3% |
| All | +1,870.5% | +66.3% | +1,804.1% | +1,281.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling