+5,083.9%
LITE vs WM
+465.1%
+4,618.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +6.7% | -2.4% | +9.0% | +7.1% |
| 3M | -6.8% | +0.4% | -7.2% | -8.1% |
| 6M | +29.4% | -9.5% | +38.9% | +31.3% |
| YTD | +139.1% | +0.5% | +138.6% | +133.2% |
| 1Y | +521.0% | -1.1% | +522.1% | +505.2% |
| 3Y | +1,535.3% | +46.0% | +1,489.3% | +1,220.9% |
| 5Y | +889.8% | +51.8% | +838.0% | +669.5% |
| 10Y | +2,400.7% | +307.5% | +2,093.2% | +1,326.5% |
| All | +5,083.9% | +465.1% | +4,618.7% | +2,851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling