+1,670.7%
LITE vs NWSA
+153.1%
+1,517.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.8% | +10.3% |
| 7D | +3.4% | -12.2% | +15.6% | +10.0% |
| 30D | -34.9% | -8.7% | -26.2% | -32.3% |
| 3M | -21.0% | -6.0% | -15.1% | -19.6% |
| 6M | -38.5% | -0.3% | -38.1% | -40.0% |
| YTD | +75.8% | +3.5% | +72.3% | +65.0% |
| 1Y | +156.7% | +0.8% | +155.9% | +144.3% |
| 3Y | +1,498.6% | +31.1% | +1,467.4% | +1,216.4% |
| 5Y | +610.9% | +18.8% | +592.1% | +498.2% |
| 10Y | +1,670.7% | +147.9% | +1,522.8% | +829.2% |
| All | +1,670.7% | +153.1% | +1,517.6% | +829.2% |
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