+490.8%
LITE vs ITW
+34.3%
+456.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.5% |
| 7D | -35.9% | +0.9% | -36.8% | -36.5% |
| 30D | -51.5% | +7.6% | -59.1% | -53.8% |
| 3M | -35.7% | -4.0% | -31.7% | -34.6% |
| 6M | -43.0% | +9.2% | -52.2% | -47.3% |
| YTD | +46.1% | +16.2% | +29.9% | +28.8% |
| 1Y | +124.7% | +17.9% | +106.8% | +95.3% |
| 3Y | +1,172.1% | +30.6% | +1,141.5% | +918.4% |
| All | +490.8% | +34.3% | +456.6% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling