+1,392.4%
LITE vs TW
+221.1%
+1,171.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | -1.5% | -2.3% | +0.8% | -1.1% |
| 30D | +6.7% | +3.9% | +2.7% | +5.7% |
| 3M | -6.8% | +5.7% | -12.5% | -9.4% |
| 6M | +29.4% | -14.5% | +44.0% | +33.8% |
| YTD | +139.1% | -0.9% | +140.0% | +135.9% |
| 1Y | +521.0% | -13.5% | +534.5% | +535.6% |
| 3Y | +1,535.3% | +25.0% | +1,510.3% | +1,368.1% |
| 5Y | +889.8% | +22.7% | +867.2% | +773.9% |
| All | +1,392.4% | +221.1% | +1,171.3% | +950.6% |
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