+1,493.1%
LITE vs SHW
+339.2%
+1,153.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | +1.9% | +8.9% | +10.0% |
| 30D | -33.4% | +8.1% | -41.5% | -36.4% |
| 3M | -32.2% | -2.8% | -29.5% | -32.3% |
| 6M | -42.1% | +15.0% | -57.1% | -47.9% |
| YTD | +61.9% | +9.0% | +52.9% | +48.9% |
| 1Y | +163.0% | +4.5% | +158.5% | +147.4% |
| 3Y | +1,358.0% | +41.9% | +1,316.2% | +1,047.1% |
| 5Y | +549.9% | +10.7% | +539.2% | +471.7% |
| All | +1,493.1% | +339.2% | +1,153.9% | +547.4% |
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