+1,402.3%
LITE vs WM
+339.4%
+1,062.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.7% | +6.0% |
| 7D | -35.9% | +1.2% | -37.1% | -36.2% |
| 30D | -51.5% | +13.1% | -64.6% | -53.1% |
| 3M | -35.7% | +3.6% | -39.4% | -36.6% |
| 6M | -43.0% | +8.1% | -51.0% | -45.2% |
| YTD | +46.1% | +8.9% | +37.2% | +38.9% |
| 1Y | +124.7% | +20.3% | +104.4% | +104.3% |
| 3Y | +1,172.1% | +46.2% | +1,125.9% | +926.9% |
| 5Y | +477.0% | +59.9% | +417.1% | +334.9% |
| All | +1,402.3% | +339.4% | +1,062.9% | +626.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling