+3,344.5%
LITE vs ITW
+317.3%
+3,027.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -2.1% |
| 7D | -13.9% | +0.5% | -14.4% | -14.0% |
| 30D | -46.9% | +9.1% | -56.0% | -50.0% |
| 3M | -28.0% | -1.6% | -26.5% | -27.9% |
| 6M | -35.2% | +14.5% | -49.7% | -41.9% |
| YTD | +58.9% | +19.2% | +39.7% | +38.2% |
| 1Y | +125.3% | +20.9% | +104.4% | +93.5% |
| 3Y | +1,344.4% | +33.1% | +1,311.3% | +1,061.4% |
| 5Y | +541.2% | +38.2% | +503.0% | +395.1% |
| 10Y | +1,587.5% | +196.2% | +1,391.4% | +703.9% |
| All | +3,344.5% | +317.3% | +3,027.3% | +1,350.7% |
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