+1,426.5%
LITE vs NWSA
+29.1%
+1,397.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.4% |
| 7D | +22.6% | -0.8% | +23.3% | +22.7% |
| 30D | -36.8% | -11.3% | -25.4% | -35.6% |
| 3M | -33.0% | -8.1% | -24.9% | -32.1% |
| 6M | -37.1% | -0.7% | -36.4% | -37.5% |
| YTD | +69.5% | +1.3% | +68.1% | +66.8% |
| 1Y | +146.1% | -1.3% | +147.4% | +146.1% |
| All | +1,426.5% | +29.1% | +1,397.4% | +1,155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling