+609.5%
LITE vs SW
-0.1%
+609.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -11.9% | -8.6% |
| 7D | -31.4% | +12.1% | -43.5% | -32.9% |
| 30D | -42.6% | +6.6% | -49.1% | -43.4% |
| 3M | -26.2% | -6.0% | -20.2% | -25.7% |
| 6M | -35.8% | +21.5% | -57.3% | -39.1% |
| YTD | +70.0% | +20.3% | +49.7% | +60.3% |
| 1Y | +232.7% | +28.1% | +204.6% | +209.3% |
| 3Y | +1,365.7% | +51.6% | +1,314.1% | +1,264.1% |
| 5Y | +609.5% | -0.1% | +609.6% | +565.2% |
| All | +609.5% | -0.1% | +609.6% | +565.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling