+1,499.9%
LITE vs SHW
+342.6%
+1,157.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -13.9% | +4.2% | -18.2% | -15.4% |
| 30D | -46.9% | +11.3% | -58.2% | -50.0% |
| 3M | -28.0% | -1.8% | -26.2% | -28.5% |
| 6M | -35.2% | +12.7% | -47.9% | -41.1% |
| YTD | +58.9% | +10.4% | +48.4% | +45.2% |
| 1Y | +125.3% | +4.7% | +120.6% | +112.1% |
| 3Y | +1,344.4% | +42.7% | +1,301.7% | +1,033.8% |
| 5Y | +541.2% | +14.5% | +526.6% | +453.3% |
| All | +1,499.9% | +342.6% | +1,157.3% | +543.1% |
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