+146.1%
LITE vs TW
+19.3%
+126.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.2% |
| 7D | +22.6% | +3.2% | +19.4% | +24.4% |
| 30D | -36.8% | +19.7% | -56.5% | -31.2% |
| 3M | -33.0% | +26.8% | -59.9% | -25.3% |
| 6M | -37.1% | +20.9% | -57.9% | -26.9% |
| YTD | +69.5% | +22.9% | +46.6% | +102.4% |
| 1Y | +146.1% | +20.4% | +125.8% | +185.2% |
| All | +146.1% | +19.3% | +126.8% | +185.2% |
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