+3,344.5%
LITE vs NWSA
+109.3%
+3,235.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -13.9% | -9.7% | -4.2% | -9.8% |
| 30D | -46.9% | -8.6% | -38.3% | -45.0% |
| 3M | -28.0% | -6.3% | -21.7% | -26.7% |
| 6M | -35.2% | -1.2% | -34.0% | -36.5% |
| YTD | +58.9% | +2.6% | +56.2% | +50.3% |
| 1Y | +125.3% | 0.0% | +125.3% | +115.7% |
| 3Y | +1,344.4% | +30.1% | +1,314.4% | +1,113.3% |
| 5Y | +541.2% | +18.3% | +522.8% | +448.0% |
| 10Y | +1,587.5% | +149.3% | +1,438.2% | +889.8% |
| All | +3,344.5% | +109.3% | +3,235.3% | +2,034.5% |
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 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