-43.0%
LITE vs TW
+16.2%
-59.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.8% |
| 7D | -35.9% | +4.2% | -40.2% | -32.8% |
| 30D | -51.5% | +18.9% | -70.5% | -41.8% |
| 3M | -35.7% | +23.8% | -59.5% | -19.7% |
| 6M | -43.0% | +17.0% | -60.0% | -30.0% |
| All | -43.0% | +16.2% | -59.2% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling