+541.2%
LITE vs GWRE
+22.8%
+518.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.3% |
| 7D | -13.9% | -3.5% | -10.5% | -13.6% |
| 30D | -46.9% | -7.1% | -39.9% | -46.7% |
| 3M | -28.0% | -10.1% | -17.9% | -28.6% |
| 6M | -35.2% | +12.3% | -47.5% | -40.8% |
| YTD | +58.9% | -22.7% | +81.5% | +64.3% |
| 1Y | +125.3% | -28.6% | +153.9% | +141.1% |
| 3Y | +1,344.4% | +70.7% | +1,273.7% | +892.2% |
| 5Y | +541.2% | +24.4% | +516.7% | +378.5% |
| All | +541.2% | +22.8% | +518.4% | +378.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling