+593.6%
LITE vs GWW
+221.5%
+372.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +22.6% | +3.7% | +18.8% | +20.7% |
| 30D | -36.8% | +13.6% | -50.4% | -40.2% |
| 3M | -33.0% | +15.4% | -48.4% | -37.3% |
| 6M | -37.1% | +21.8% | -58.8% | -43.2% |
| YTD | +69.5% | +50.0% | +19.4% | +36.2% |
| 1Y | +146.1% | +60.2% | +85.9% | +90.9% |
| 3Y | +1,440.8% | +94.4% | +1,346.5% | +1,003.8% |
| All | +593.6% | +221.5% | +372.1% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling