+3,068.2%
LITE vs GWW
+664.8%
+2,403.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | -35.9% | +6.0% | -41.9% | -37.4% |
| 30D | -51.5% | +14.0% | -65.5% | -54.0% |
| 3M | -35.7% | +12.5% | -48.3% | -38.9% |
| 6M | -43.0% | +23.6% | -66.6% | -48.2% |
| YTD | +46.1% | +43.6% | +2.5% | +24.5% |
| 1Y | +124.7% | +52.5% | +72.2% | +86.9% |
| 3Y | +1,172.1% | +92.6% | +1,079.5% | +875.1% |
| 5Y | +477.0% | +219.0% | +258.0% | +263.1% |
| 10Y | +1,465.7% | +713.8% | +751.9% | +684.2% |
| All | +3,068.2% | +664.8% | +2,403.4% | +1,387.3% |
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 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