+129.4%
LITE vs WMT
+24.1%
+105.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.8% |
| 7D | -12.9% | -1.6% | -11.3% | -14.0% |
| 30D | -46.0% | +12.9% | -58.8% | -38.9% |
| 3M | -33.0% | +12.6% | -45.6% | -23.2% |
| 6M | -34.0% | -3.4% | -30.6% | -28.3% |
| YTD | +61.7% | +13.5% | +48.2% | +103.0% |
| All | +129.4% | +24.1% | +105.3% | +254.3% |
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