+521.0%
LITE vs ITW
+5.8%
+515.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.0% |
| 7D | -1.5% | -3.6% | +2.0% | -1.8% |
| 30D | +6.7% | -9.1% | +15.8% | +5.8% |
| 3M | -6.8% | +8.2% | -15.0% | -8.5% |
| 6M | +29.4% | -4.8% | +34.2% | +28.8% |
| YTD | +139.1% | +11.0% | +128.1% | +147.8% |
| 1Y | +521.0% | +4.2% | +516.8% | +570.6% |
| All | +521.0% | +5.8% | +515.2% | +570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling