+1,344.4%
LITE vs GWRE
+73.3%
+1,271.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.8% |
| 7D | -13.9% | -3.5% | -10.5% | -13.9% |
| 30D | -46.9% | -7.1% | -39.9% | -47.0% |
| 3M | -28.0% | -10.1% | -17.9% | -28.4% |
| 6M | -35.2% | +12.3% | -47.5% | -37.4% |
| YTD | +58.9% | -22.7% | +81.5% | +73.3% |
| 1Y | +125.3% | -28.6% | +153.9% | +153.7% |
| 3Y | +1,344.4% | +70.7% | +1,273.7% | +999.3% |
| All | +1,344.4% | +73.3% | +1,271.2% | +999.3% |
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