+901.5%
LITE vs SHW
+15.5%
+886.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | -3.2% | +1.7% | -0.4% |
| 30D | +6.7% | -9.5% | +16.2% | +10.3% |
| 3M | -6.8% | +11.5% | -18.2% | -11.8% |
| 6M | +29.4% | -3.5% | +33.0% | +30.1% |
| YTD | +139.1% | +3.7% | +135.4% | +131.5% |
| 1Y | +521.0% | -7.9% | +528.9% | +531.4% |
| 3Y | +1,535.3% | +24.7% | +1,510.6% | +1,362.6% |
| All | +901.5% | +15.5% | +886.0% | +785.8% |
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