+901.5%
LITE vs NWSA
+40.7%
+860.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | -1.5% | -1.9% | +0.3% | -1.0% |
| 30D | +6.7% | +4.6% | +2.1% | +4.9% |
| 3M | -6.8% | +13.2% | -20.0% | -11.9% |
| 6M | +29.4% | +27.0% | +2.4% | +15.7% |
| YTD | +139.1% | +16.8% | +122.3% | +119.7% |
| 1Y | +521.0% | +4.5% | +516.5% | +500.5% |
| 3Y | +1,535.3% | +46.2% | +1,489.1% | +1,239.4% |
| All | +901.5% | +40.7% | +860.9% | +715.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling