+156.7%
LITE vs WMT
+23.6%
+133.1%
-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 | +3.4% | -2.7% | +6.1% | +0.6% |
| 30D | -34.9% | +11.1% | -46.0% | -27.4% |
| 3M | -21.0% | +11.2% | -32.2% | -10.3% |
| 6M | -38.5% | -1.3% | -37.2% | -32.6% |
| YTD | +75.8% | +13.5% | +62.3% | +120.2% |
| 1Y | +156.7% | +22.5% | +134.2% | +280.5% |
| All | +156.7% | +23.6% | +133.1% | +280.5% |
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