+609.5%
LITE vs SWKS
-44.6%
+654.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -4.9% | -6.3% |
| 7D | -31.4% | -4.9% | -26.5% | -29.2% |
| 30D | -42.6% | -1.2% | -41.4% | -42.1% |
| 3M | -26.2% | +24.2% | -50.4% | -36.0% |
| 6M | -35.8% | +21.5% | -57.3% | -44.5% |
| YTD | +70.0% | +33.5% | +36.6% | +37.6% |
| 1Y | +232.7% | +18.9% | +213.8% | +188.2% |
| 3Y | +1,365.7% | +0.4% | +1,365.4% | +1,192.1% |
| 5Y | +609.5% | -44.3% | +653.8% | +693.1% |
| All | +609.5% | -44.6% | +654.0% | +693.1% |
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