+909.6%
LITE vs TW
+287.8%
+621.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -12.9% | +3.4% | -16.3% | -13.5% |
| 30D | -46.0% | +15.5% | -61.4% | -47.7% |
| 3M | -33.0% | +25.1% | -58.2% | -36.4% |
| 6M | -34.0% | +18.2% | -52.2% | -37.3% |
| YTD | +61.7% | +19.7% | +42.0% | +52.9% |
| 1Y | +148.3% | +18.1% | +130.2% | +135.4% |
| 3Y | +1,408.5% | +40.5% | +1,368.0% | +1,229.7% |
| 5Y | +546.2% | +37.1% | +509.1% | +460.8% |
| All | +909.6% | +287.8% | +621.8% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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