+3,586.8%
LITE vs SW
+112.6%
+3,474.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -11.9% | -8.4% |
| 7D | -31.4% | +12.1% | -43.5% | -32.6% |
| 30D | -42.6% | +6.6% | -49.1% | -43.2% |
| 3M | -26.2% | -6.0% | -20.2% | -25.8% |
| 6M | -35.8% | +21.5% | -57.3% | -38.3% |
| YTD | +70.0% | +20.3% | +49.7% | +62.7% |
| 1Y | +232.7% | +28.1% | +204.6% | +215.2% |
| 3Y | +1,365.7% | +51.6% | +1,314.1% | +1,273.9% |
| 5Y | +609.5% | -0.1% | +609.6% | +575.9% |
| 10Y | +1,721.9% | +189.7% | +1,532.2% | +1,371.0% |
| All | +3,586.8% | +112.6% | +3,474.1% | +3,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling