+1,375.6%
LITE vs SHW
+353.0%
+1,022.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | -35.9% | +3.5% | -39.4% | -37.4% |
| 30D | -51.5% | +9.2% | -60.8% | -54.1% |
| 3M | -35.7% | -5.1% | -30.6% | -35.2% |
| 6M | -43.0% | +6.8% | -49.8% | -46.8% |
| YTD | +46.1% | +7.0% | +39.2% | +35.4% |
| 1Y | +124.7% | +4.1% | +120.6% | +111.4% |
| 3Y | +1,172.1% | +41.1% | +1,131.0% | +903.2% |
| 5Y | +477.0% | +12.9% | +464.2% | +399.6% |
| All | +1,375.6% | +353.0% | +1,022.6% | +580.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling