+609.5%
LITE vs WM
+61.7%
+547.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.5% | -7.4% |
| 7D | -31.4% | +5.9% | -37.3% | -30.3% |
| 30D | -42.6% | +15.4% | -58.0% | -40.5% |
| 3M | -26.2% | +6.3% | -32.6% | -24.4% |
| 6M | -35.8% | +5.6% | -41.4% | -34.1% |
| YTD | +70.0% | +9.9% | +60.1% | +73.5% |
| 1Y | +232.7% | +20.8% | +211.9% | +234.1% |
| 3Y | +1,365.7% | +48.5% | +1,317.2% | +1,285.5% |
| 5Y | +609.5% | +60.6% | +548.9% | +526.0% |
| All | +609.5% | +61.7% | +547.8% | +526.0% |
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