+232.7%
LITE vs SW
+29.5%
+203.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -11.9% | -7.8% |
| 7D | -31.4% | +12.1% | -43.5% | -31.4% |
| 30D | -42.6% | +6.6% | -49.1% | -42.5% |
| 3M | -26.2% | -6.0% | -20.2% | -25.8% |
| 6M | -35.8% | +21.5% | -57.3% | -36.9% |
| YTD | +70.0% | +20.3% | +49.7% | +67.2% |
| 1Y | +232.7% | +28.1% | +204.6% | +221.4% |
| All | +232.7% | +29.5% | +203.2% | +221.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling