+446.1%
LITE vs WM
+62.1%
+384.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.8% | -18.3% |
| 7D | -44.6% | +4.5% | -49.1% | -43.8% |
| 30D | -55.0% | +16.1% | -71.1% | -53.3% |
| 3M | -38.3% | +8.0% | -46.3% | -36.5% |
| 6M | -48.8% | +8.4% | -57.2% | -47.2% |
| YTD | +38.3% | +11.2% | +27.1% | +41.6% |
| 1Y | +119.0% | +22.3% | +96.7% | +120.6% |
| 3Y | +1,092.0% | +50.2% | +1,041.8% | +1,029.5% |
| 5Y | +446.1% | +63.3% | +382.8% | +381.1% |
| All | +446.1% | +62.1% | +384.0% | +381.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling