+1,014.7%
LITE vs GWRE
+15.9%
+998.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.9% |
| 7D | +13.6% | -26.2% | +39.8% | +18.5% |
| 30D | +21.6% | -17.8% | +39.3% | +23.5% |
| 3M | +20.3% | +14.2% | +6.1% | +10.3% |
| 6M | +54.4% | -12.9% | +67.3% | +51.2% |
| YTD | +168.3% | -29.2% | +197.6% | +183.8% |
| 1Y | +551.8% | -44.4% | +596.2% | +665.2% |
| 3Y | +1,891.5% | +51.1% | +1,840.4% | +1,326.6% |
| 5Y | +1,014.7% | +16.5% | +998.2% | +745.8% |
| All | +1,014.7% | +15.9% | +998.8% | +745.8% |
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 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