+5,083.9%
LITE vs SWKS
-8.6%
+5,092.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +1.9% |
| 7D | -1.5% | +12.5% | -14.0% | -8.3% |
| 30D | +6.7% | +10.5% | -3.8% | +0.6% |
| 3M | -6.8% | -7.4% | +0.6% | -2.4% |
| 6M | +29.4% | +32.7% | -3.2% | +7.9% |
| YTD | +139.1% | +19.2% | +119.9% | +109.4% |
| 1Y | +521.0% | +2.4% | +518.6% | +492.7% |
| 3Y | +1,535.3% | -25.6% | +1,560.9% | +1,677.9% |
| 5Y | +889.8% | -53.4% | +943.3% | +1,281.2% |
| 10Y | +2,400.7% | +23.2% | +2,377.6% | +1,949.5% |
| All | +5,083.9% | -8.6% | +5,092.5% | +3,795.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling