+2,502.5%
LITE vs WMT
+423.0%
+2,079.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.3% |
| 7D | +12.6% | +0.1% | +12.5% | +12.5% |
| 30D | +9.9% | -5.0% | +14.9% | +10.9% |
| 3M | +9.3% | -11.3% | +20.6% | +11.9% |
| 6M | +75.2% | -13.8% | +89.0% | +79.3% |
| YTD | +165.5% | -4.2% | +169.7% | +161.3% |
| 1Y | +555.0% | +4.6% | +550.4% | +516.5% |
| 3Y | +1,870.5% | +100.5% | +1,770.0% | +1,342.1% |
| 5Y | +1,009.8% | +129.7% | +880.1% | +660.7% |
| 10Y | +2,502.5% | +423.4% | +2,079.1% | +1,345.2% |
| All | +2,502.5% | +423.0% | +2,079.5% | +1,345.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling