+124.7%
LITE vs WM
+20.0%
+104.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.7% | +2.0% |
| 7D | -35.9% | +1.2% | -37.1% | -33.7% |
| 30D | -51.5% | +13.1% | -64.6% | -38.6% |
| 3M | -35.7% | +3.6% | -39.4% | -28.1% |
| 6M | -43.0% | +8.1% | -51.0% | -29.7% |
| YTD | +46.1% | +8.9% | +37.2% | +97.3% |
| 1Y | +124.7% | +20.3% | +104.4% | +277.4% |
| All | +124.7% | +20.0% | +104.7% | +277.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling