+555.0%
LITE vs GWW
+30.8%
+524.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.7% | +11.0% |
| 7D | +12.6% | -1.5% | +14.1% | +12.6% |
| 30D | +9.9% | +1.1% | +8.8% | +9.7% |
| 3M | +9.3% | -1.0% | +10.3% | +8.4% |
| 6M | +75.2% | +16.3% | +58.9% | +63.3% |
| YTD | +165.5% | +28.5% | +137.0% | +144.7% |
| 1Y | +555.0% | +30.3% | +524.7% | +525.3% |
| All | +555.0% | +30.8% | +524.1% | +525.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GWW 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling