+1,321.8%
LITE vs SW
+185.4%
+1,136.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.5% | -17.2% | -18.5% |
| 7D | -44.6% | +4.7% | -49.2% | -45.0% |
| 30D | -55.0% | +5.0% | -60.0% | -55.4% |
| 3M | -38.3% | -7.3% | -31.0% | -37.8% |
| 6M | -48.8% | +15.0% | -63.7% | -50.3% |
| YTD | +38.3% | +18.5% | +19.8% | +32.6% |
| 1Y | +119.0% | +27.1% | +91.9% | +107.7% |
| 3Y | +1,092.0% | +49.3% | +1,042.7% | +1,020.8% |
| 5Y | +446.1% | -1.6% | +447.7% | +421.5% |
| All | +1,321.8% | +185.4% | +1,136.4% | +1,003.1% |
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