+2,259.5%
LITE vs GWW
+574.2%
+1,685.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | +6.7% | +3.3% | +3.4% | +5.1% |
| 3M | -6.8% | +2.9% | -9.7% | -8.6% |
| 6M | +29.4% | +15.8% | +13.7% | +20.5% |
| YTD | +139.1% | +32.0% | +107.1% | +109.7% |
| 1Y | +521.0% | +29.9% | +491.1% | +447.8% |
| 3Y | +1,535.3% | +91.1% | +1,444.2% | +1,143.8% |
| 5Y | +889.8% | +223.9% | +665.9% | +503.6% |
| All | +2,259.5% | +574.2% | +1,685.3% | +1,187.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling