+1,172.1%
LITE vs GWW
+92.7%
+1,079.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -35.9% | +6.0% | -41.9% | -37.6% |
| 30D | -51.5% | +14.0% | -65.5% | -54.4% |
| 3M | -35.7% | +12.5% | -48.3% | -39.4% |
| 6M | -43.0% | +23.6% | -66.6% | -50.1% |
| YTD | +46.1% | +43.6% | +2.5% | +14.5% |
| 1Y | +124.7% | +52.5% | +72.2% | +68.7% |
| 3Y | +1,172.1% | +92.6% | +1,079.5% | +684.7% |
| All | +1,172.1% | +92.7% | +1,079.3% | +684.7% |
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 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