+1,568.0%
LITE vs SHW
+340.1%
+1,227.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +22.6% | +0.7% | +21.9% | +22.3% |
| 30D | -36.8% | +8.4% | -45.2% | -39.7% |
| 3M | -33.0% | -2.2% | -30.8% | -33.3% |
| 6M | -37.1% | +13.3% | -50.4% | -42.9% |
| YTD | +69.5% | +9.2% | +60.3% | +55.7% |
| 1Y | +146.1% | +2.9% | +143.2% | +133.7% |
| 3Y | +1,440.8% | +41.1% | +1,399.7% | +1,115.8% |
| 5Y | +580.4% | +11.0% | +569.5% | +498.0% |
| All | +1,568.0% | +340.1% | +1,227.9% | +577.2% |
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