+1,321.8%
LITE vs SWKS
+31.5%
+1,290.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -17.4% |
| 7D | -44.6% | -9.2% | -35.4% | -40.6% |
| 30D | -55.0% | -1.9% | -53.1% | -54.2% |
| 3M | -38.3% | +21.2% | -59.5% | -46.8% |
| 6M | -48.8% | +12.9% | -61.6% | -54.6% |
| YTD | +38.3% | +30.7% | +7.5% | +9.5% |
| 1Y | +119.0% | +14.1% | +104.9% | +89.6% |
| 3Y | +1,092.0% | -1.7% | +1,093.7% | +949.9% |
| 5Y | +446.1% | -43.0% | +489.1% | +580.9% |
| All | +1,321.8% | +31.5% | +1,290.2% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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