+5,083.9%
LITE vs ITW
+288.8%
+4,795.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | -1.5% | -3.6% | +2.0% | +0.7% |
| 30D | +6.7% | -9.1% | +15.8% | +13.3% |
| 3M | -6.8% | +8.2% | -15.0% | -12.6% |
| 6M | +29.4% | -4.8% | +34.2% | +31.8% |
| YTD | +139.1% | +11.0% | +128.1% | +119.1% |
| 1Y | +521.0% | +4.2% | +516.8% | +489.7% |
| 3Y | +1,535.3% | +17.3% | +1,518.0% | +1,337.6% |
| 5Y | +889.8% | +33.0% | +856.8% | +688.2% |
| 10Y | +2,400.7% | +182.3% | +2,218.4% | +1,144.5% |
| All | +5,083.9% | +288.8% | +4,795.1% | +2,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling