+1,402.3%
LITE vs SWKS
+33.1%
+1,369.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.9% |
| 7D | -35.9% | -6.2% | -29.8% | -32.8% |
| 30D | -51.5% | -1.5% | -50.0% | -50.8% |
| 3M | -35.7% | +23.0% | -58.7% | -45.1% |
| 6M | -43.0% | +27.6% | -70.6% | -53.2% |
| YTD | +46.1% | +32.3% | +13.8% | +14.9% |
| 1Y | +124.7% | +20.1% | +104.6% | +88.5% |
| 3Y | +1,172.1% | +0.6% | +1,171.4% | +1,003.3% |
| 5Y | +477.0% | -42.3% | +519.3% | +614.3% |
| All | +1,402.3% | +33.1% | +1,369.2% | +842.5% |
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