+3,406.8%
LITE vs ITW
+315.3%
+3,091.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.4% |
| 7D | -12.9% | -1.1% | -11.7% | -12.1% |
| 30D | -46.0% | +8.6% | -54.5% | -48.9% |
| 3M | -33.0% | -2.7% | -30.3% | -32.4% |
| 6M | -34.0% | +14.0% | -48.0% | -40.7% |
| YTD | +61.7% | +18.6% | +43.1% | +41.1% |
| 1Y | +148.3% | +19.8% | +128.5% | +114.5% |
| 3Y | +1,408.5% | +34.8% | +1,373.7% | +1,102.9% |
| 5Y | +546.2% | +37.5% | +508.7% | +400.6% |
| 10Y | +1,533.3% | +199.9% | +1,333.4% | +676.0% |
| All | +3,406.8% | +315.3% | +3,091.5% | +1,381.1% |
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