+232.7%
LITE vs WMT
+27.5%
+205.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.5% | -11.3% | -4.4% |
| 7D | -31.4% | +8.8% | -40.2% | -24.8% |
| 30D | -42.6% | +22.9% | -65.5% | -29.7% |
| 3M | -26.2% | +16.1% | -42.3% | -12.3% |
| 6M | -35.8% | -0.5% | -35.3% | -28.2% |
| YTD | +70.0% | +16.7% | +53.4% | +126.8% |
| 1Y | +232.7% | +27.4% | +205.4% | +483.6% |
| All | +232.7% | +27.5% | +205.2% | +483.6% |
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