+131.9%
LITE vs TW
+19.0%
+113.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.2% |
| 7D | -13.9% | +3.1% | -17.0% | -12.5% |
| 30D | -46.9% | +16.7% | -63.6% | -42.9% |
| 3M | -28.0% | +25.2% | -53.2% | -20.2% |
| 6M | -35.2% | +19.5% | -54.7% | -25.4% |
| YTD | +58.9% | +21.0% | +37.9% | +88.3% |
| All | +131.9% | +19.0% | +113.0% | +165.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling