+521.0%
LITE vs WMT
+8.1%
+512.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +3.0% |
| 7D | -1.5% | +3.9% | -5.5% | +1.7% |
| 30D | +6.7% | -4.4% | +11.1% | +3.9% |
| 3M | -6.8% | -8.8% | +2.0% | -10.8% |
| 6M | +29.4% | -15.6% | +45.1% | +17.8% |
| YTD | +139.1% | -3.2% | +142.3% | +158.3% |
| 1Y | +521.0% | +7.0% | +513.9% | +736.4% |
| All | +521.0% | +8.1% | +512.9% | +736.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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