+2,331.0%
LITE vs SW
+147.8%
+2,183.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | -1.5% | -5.1% | +3.6% | -0.8% |
| 30D | +6.7% | -4.6% | +11.2% | +7.3% |
| 3M | -6.8% | +9.4% | -16.1% | -8.5% |
| 6M | +29.4% | +3.5% | +25.9% | +27.9% |
| YTD | +139.1% | +22.0% | +117.1% | +129.2% |
| 1Y | +521.0% | +2.2% | +518.8% | +510.2% |
| 3Y | +1,535.3% | +19.6% | +1,515.7% | +1,471.9% |
| 5Y | +889.8% | -2.3% | +892.2% | +847.4% |
| All | +2,331.0% | +147.8% | +2,183.3% | +2,001.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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