+2,898.2%
LITE vs SHW
+325.4%
+2,572.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -17.0% |
| 7D | -44.6% | +5.7% | -50.3% | -46.2% |
| 30D | -55.0% | +8.7% | -63.7% | -57.1% |
| 3M | -38.3% | -5.4% | -32.9% | -37.7% |
| 6M | -48.8% | +12.2% | -61.0% | -53.1% |
| YTD | +38.3% | +8.5% | +29.8% | +28.2% |
| 1Y | +119.0% | +4.9% | +114.1% | +106.5% |
| 3Y | +1,092.0% | +42.8% | +1,049.2% | +856.5% |
| 5Y | +446.1% | +14.5% | +431.6% | +375.3% |
| 10Y | +1,381.7% | +373.0% | +1,008.7% | +621.5% |
| All | +2,898.2% | +325.4% | +2,572.8% | +1,454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling