+1,568.0%
LITE vs ITW
+191.9%
+1,376.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +22.6% | +0.5% | +22.1% | +22.3% |
| 30D | -36.8% | +7.7% | -44.4% | -40.0% |
| 3M | -33.0% | -1.3% | -31.7% | -33.0% |
| 6M | -37.1% | +15.5% | -52.5% | -44.2% |
| YTD | +69.5% | +18.6% | +50.8% | +46.8% |
| 1Y | +146.1% | +19.8% | +126.3% | +111.1% |
| 3Y | +1,440.8% | +32.5% | +1,408.3% | +1,127.4% |
| 5Y | +580.4% | +35.3% | +545.1% | +424.7% |
| All | +1,568.0% | +191.9% | +1,376.1% | +474.0% |
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