+125.3%
LITE vs NWSA
-0.1%
+125.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.7% |
| 7D | -13.9% | -9.7% | -4.2% | -18.2% |
| 30D | -46.9% | -8.6% | -38.3% | -48.5% |
| 3M | -28.0% | -6.3% | -21.7% | -27.6% |
| 6M | -35.2% | -1.2% | -34.0% | -30.1% |
| YTD | +58.9% | +2.6% | +56.2% | +83.7% |
| 1Y | +125.3% | 0.0% | +125.3% | +165.3% |
| All | +125.3% | -0.1% | +125.5% | +165.3% |
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