+1,533.3%
LITE vs SHW
+371.2%
+1,162.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +8.9% |
| 7D | -12.9% | +1.6% | -14.5% | -13.4% |
| 30D | -46.0% | +12.1% | -58.0% | -49.3% |
| 3M | -33.0% | -3.0% | -30.1% | -33.0% |
| 6M | -34.0% | +13.5% | -47.6% | -40.2% |
| YTD | +61.7% | +11.2% | +50.5% | +47.5% |
| 1Y | +148.3% | +6.2% | +142.1% | +132.3% |
| 3Y | +1,408.5% | +45.6% | +1,362.9% | +1,074.7% |
| 5Y | +546.2% | +15.6% | +530.6% | +455.9% |
| 10Y | +1,533.3% | +356.5% | +1,176.8% | +640.9% |
| All | +1,533.3% | +371.2% | +1,162.1% | +640.9% |
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