+2,502.5%
LITE vs ITW
+185.4%
+2,317.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +11.4% |
| 7D | +12.6% | -0.4% | +13.1% | +12.9% |
| 30D | +9.9% | -9.4% | +19.4% | +17.2% |
| 3M | +9.3% | +7.1% | +2.2% | +2.8% |
| 6M | +75.2% | -1.9% | +77.1% | +74.3% |
| YTD | +165.5% | +10.4% | +155.0% | +143.0% |
| 1Y | +555.0% | +3.3% | +551.7% | +523.8% |
| 3Y | +1,870.5% | +21.0% | +1,849.5% | +1,581.4% |
| 5Y | +1,009.8% | +36.3% | +973.5% | +756.2% |
| 10Y | +2,502.5% | +185.8% | +2,316.7% | +953.2% |
| All | +2,502.5% | +185.4% | +2,317.0% | +953.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling