+467.5%
LITE vs WETO
-98.9%
+566.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.1% | -12.4% | -5.5% |
| 7D | +10.4% | -19.9% | +30.3% | +10.9% |
| 30D | +14.0% | -42.7% | +56.7% | +9.8% |
| 3M | +9.7% | -97.7% | +107.4% | +16.2% |
| 6M | +39.2% | -94.4% | +133.7% | +38.9% |
| YTD | +153.9% | -97.0% | +250.9% | +146.2% |
| 1Y | +467.5% | -98.9% | +566.4% | +456.2% |
| All | +467.5% | -98.9% | +566.4% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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