+163.0%
LITE vs ITW
+20.3%
+142.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.4% |
| 7D | +10.8% | +2.3% | +8.4% | +11.2% |
| 30D | -33.4% | +6.7% | -40.1% | -32.3% |
| 3M | -32.2% | -0.5% | -31.7% | -31.3% |
| 6M | -42.1% | +16.4% | -58.5% | -42.7% |
| YTD | +61.9% | +19.0% | +42.9% | +72.9% |
| 1Y | +163.0% | +20.2% | +142.8% | +196.5% |
| All | +163.0% | +20.3% | +142.7% | +196.5% |
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