+1,320.5%
LITE vs WETO
-99.4%
+1,420.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.2% | +1.2% |
| 7D | +13.6% | -38.7% | +52.3% | +14.6% |
| 30D | +21.6% | -51.3% | +72.9% | +18.1% |
| 3M | +20.3% | -97.8% | +118.2% | +22.9% |
| 6M | +54.4% | -94.8% | +149.1% | +54.4% |
| YTD | +168.3% | -97.2% | +265.5% | +164.4% |
| 1Y | +551.8% | -98.9% | +650.7% | +534.1% |
| All | +1,320.5% | -99.4% | +1,420.0% | +1,279.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling