+5,083.9%
LITE vs NWSA
+138.2%
+4,945.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.7% |
| 7D | -1.5% | -1.9% | +0.3% | -0.8% |
| 30D | +6.7% | +4.6% | +2.1% | +4.3% |
| 3M | -6.8% | +13.2% | -20.0% | -13.2% |
| 6M | +29.4% | +27.0% | +2.4% | +13.7% |
| YTD | +139.1% | +16.8% | +122.3% | +115.7% |
| 1Y | +521.0% | +4.5% | +516.5% | +487.0% |
| 3Y | +1,535.3% | +46.2% | +1,489.1% | +1,218.8% |
| 5Y | +889.8% | +40.9% | +848.9% | +689.5% |
| 10Y | +2,400.7% | +145.1% | +2,255.6% | +1,346.0% |
| All | +5,083.9% | +138.2% | +4,945.7% | +2,964.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling