+1,380.3%
LITE vs SW
+42.5%
+1,337.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -11.9% | -8.9% |
| 7D | -31.4% | +12.1% | -43.5% | -33.7% |
| 30D | -42.6% | +6.6% | -49.1% | -43.8% |
| 3M | -26.2% | -6.0% | -20.2% | -25.4% |
| 6M | -35.8% | +21.5% | -57.3% | -41.2% |
| YTD | +70.0% | +20.3% | +49.7% | +52.9% |
| 1Y | +232.7% | +28.1% | +204.6% | +191.1% |
| All | +1,380.3% | +42.5% | +1,337.8% | +1,189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling