+1,321.8%
LITE vs SHW
+365.4%
+956.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -16.9% |
| 7D | -44.6% | +5.7% | -50.3% | -46.3% |
| 30D | -55.0% | +8.7% | -63.7% | -57.3% |
| 3M | -38.3% | -5.4% | -32.9% | -37.6% |
| 6M | -48.8% | +12.2% | -61.0% | -53.4% |
| YTD | +38.3% | +8.5% | +29.8% | +27.4% |
| 1Y | +119.0% | +4.9% | +114.1% | +105.5% |
| 3Y | +1,092.0% | +42.8% | +1,049.2% | +835.6% |
| 5Y | +446.1% | +14.5% | +431.6% | +370.1% |
| All | +1,321.8% | +365.4% | +956.3% | +556.7% |
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