+2,898.2%
LITE vs WAT
+240.7%
+2,657.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.6% | -17.4% |
| 7D | -44.6% | -5.6% | -38.9% | -43.0% |
| 30D | -55.0% | +3.8% | -58.8% | -55.4% |
| 3M | -38.3% | +13.3% | -51.6% | -41.2% |
| 6M | -48.8% | +32.2% | -80.9% | -54.7% |
| YTD | +38.3% | +19.3% | +19.0% | +25.6% |
| 1Y | +119.0% | +21.8% | +97.2% | +97.5% |
| 3Y | +1,092.0% | +73.9% | +1,018.1% | +787.3% |
| 5Y | +446.1% | +32.1% | +414.0% | +347.9% |
| 10Y | +1,381.7% | +228.2% | +1,153.5% | +726.9% |
| All | +2,898.2% | +240.7% | +2,657.6% | +1,621.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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