+1,402.3%
LITE vs NWSA
+144.8%
+1,257.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -9.4% | -26.6% | -33.0% |
| 30D | -51.5% | -7.8% | -43.8% | -49.9% |
| 3M | -35.7% | -10.8% | -25.0% | -33.2% |
| 6M | -43.0% | +1.1% | -44.0% | -44.9% |
| YTD | +46.1% | +1.8% | +44.3% | +38.1% |
| 1Y | +124.7% | +6.0% | +118.7% | +107.5% |
| 3Y | +1,172.1% | +24.6% | +1,147.5% | +973.9% |
| 5Y | +477.0% | +13.1% | +463.9% | +397.4% |
| All | +1,402.3% | +144.8% | +1,257.5% | +704.4% |
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