+812.1%
LITE vs TW
+286.2%
+525.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -35.9% | +4.2% | -40.2% | -36.5% |
| 30D | -51.5% | +18.9% | -70.5% | -53.3% |
| 3M | -35.7% | +23.8% | -59.5% | -38.8% |
| 6M | -43.0% | +17.0% | -60.0% | -45.6% |
| YTD | +46.1% | +19.2% | +26.9% | +38.3% |
| 1Y | +124.7% | +20.1% | +104.6% | +111.9% |
| 3Y | +1,172.1% | +40.5% | +1,131.6% | +1,020.8% |
| 5Y | +477.0% | +38.0% | +439.0% | +399.3% |
| All | +812.1% | +286.2% | +525.9% | +515.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling