+1,493.1%
LITE vs NWSA
+148.1%
+1,345.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.6% |
| 7D | +10.8% | +2.2% | +8.6% | +9.8% |
| 30D | -33.4% | -8.8% | -24.7% | -30.8% |
| 3M | -32.2% | -6.5% | -25.7% | -30.8% |
| 6M | -42.1% | +1.5% | -43.6% | -44.1% |
| YTD | +61.9% | +4.0% | +57.8% | +51.5% |
| 1Y | +163.0% | +3.4% | +159.5% | +146.5% |
| 3Y | +1,358.0% | +34.8% | +1,323.2% | +1,084.0% |
| 5Y | +549.9% | +18.4% | +531.6% | +448.0% |
| All | +1,493.1% | +148.1% | +1,345.0% | +735.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling