+232.7%
LITE vs NWSA
+18.2%
+214.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.7% | -11.6% | -3.8% |
| 7D | -31.4% | +4.3% | -35.7% | -27.7% |
| 30D | -42.6% | +5.6% | -48.1% | -38.3% |
| 3M | -26.2% | +7.3% | -33.5% | -18.6% |
| 6M | -35.8% | +18.8% | -54.6% | -21.4% |
| YTD | +70.0% | +17.9% | +52.2% | +115.6% |
| 1Y | +232.7% | +19.3% | +213.4% | +321.9% |
| All | +232.7% | +18.2% | +214.5% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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