+446.1%
LITE vs SWKS
-44.4%
+490.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -17.6% |
| 7D | -44.6% | -9.2% | -35.4% | -41.2% |
| 30D | -55.0% | -1.9% | -53.1% | -54.3% |
| 3M | -38.3% | +21.2% | -59.5% | -45.7% |
| 6M | -48.8% | +12.9% | -61.6% | -53.7% |
| YTD | +38.3% | +30.7% | +7.5% | +13.3% |
| 1Y | +119.0% | +14.1% | +104.9% | +93.9% |
| 3Y | +1,092.0% | -1.7% | +1,093.7% | +963.3% |
| 5Y | +446.1% | -43.0% | +489.1% | +558.6% |
| All | +446.1% | -44.4% | +490.5% | +558.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling