+1,563.7%
LITE vs GWW
+91.9%
+1,471.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | +6.7% | +3.3% | +3.4% | +4.8% |
| 3M | -6.8% | +2.9% | -9.7% | -9.4% |
| 6M | +29.4% | +15.8% | +13.7% | +16.4% |
| YTD | +139.1% | +32.0% | +107.1% | +95.7% |
| 1Y | +521.0% | +29.9% | +491.1% | +413.8% |
| All | +1,563.7% | +91.9% | +1,471.8% | +976.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling