+552.8%
LITE vs SHW
+15.8%
+536.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +9.6% |
| 7D | -12.9% | +1.6% | -14.5% | -13.1% |
| 30D | -46.0% | +12.1% | -58.0% | -48.1% |
| 3M | -33.0% | -3.0% | -30.1% | -32.6% |
| 6M | -34.0% | +13.5% | -47.6% | -38.2% |
| YTD | +61.7% | +11.2% | +50.5% | +52.2% |
| 1Y | +148.3% | +6.2% | +142.1% | +138.8% |
| 3Y | +1,408.5% | +45.6% | +1,362.9% | +1,168.3% |
| All | +552.8% | +15.8% | +536.9% | +468.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling