+5,083.9%
LITE vs GWRE
+179.0%
+4,904.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -19.9% | +23.9% | +10.2% |
| 7D | -1.5% | -21.1% | +19.6% | +4.7% |
| 30D | +6.7% | +1.3% | +5.4% | +3.6% |
| 3M | -6.8% | +7.4% | -14.2% | -14.0% |
| 6M | +29.4% | +5.6% | +23.8% | +15.3% |
| YTD | +139.1% | -19.2% | +158.3% | +137.9% |
| 1Y | +521.0% | -25.1% | +546.1% | +529.7% |
| 3Y | +1,535.3% | +87.7% | +1,447.6% | +928.5% |
| 5Y | +889.8% | +32.0% | +857.8% | +616.4% |
| 10Y | +2,400.7% | +157.8% | +2,243.0% | +1,195.1% |
| All | +5,083.9% | +179.0% | +4,904.9% | +2,523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling