+3,574.4%
LITE vs GWW
+699.0%
+2,875.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +22.6% | +3.7% | +18.8% | +20.9% |
| 30D | -36.8% | +13.6% | -50.4% | -39.8% |
| 3M | -33.0% | +15.4% | -48.4% | -36.8% |
| 6M | -37.1% | +21.8% | -58.8% | -42.3% |
| YTD | +69.5% | +50.0% | +19.4% | +42.1% |
| 1Y | +146.1% | +60.2% | +85.9% | +101.0% |
| 3Y | +1,440.8% | +94.4% | +1,346.5% | +1,076.8% |
| 5Y | +580.4% | +221.8% | +358.6% | +326.6% |
| 10Y | +1,606.7% | +665.8% | +940.9% | +757.8% |
| All | +3,574.4% | +699.0% | +2,875.4% | +1,597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling