+1,499.9%
LITE vs GWW
+647.0%
+852.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.5% |
| 7D | -13.9% | +5.5% | -19.4% | -15.8% |
| 30D | -46.9% | +14.4% | -61.3% | -49.8% |
| 3M | -28.0% | +13.7% | -41.7% | -31.9% |
| 6M | -35.2% | +20.1% | -55.3% | -40.6% |
| YTD | +58.9% | +47.1% | +11.8% | +32.9% |
| 1Y | +125.3% | +56.2% | +69.1% | +83.7% |
| 3Y | +1,344.4% | +90.5% | +1,253.9% | +993.2% |
| 5Y | +541.2% | +221.2% | +319.9% | +289.9% |
| All | +1,499.9% | +647.0% | +852.9% | +785.7% |
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