+1,172.1%
LITE vs WMT
+136.2%
+1,035.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.4% |
| 7D | -35.9% | +1.6% | -37.6% | -35.7% |
| 30D | -51.5% | +16.1% | -67.6% | -50.9% |
| 3M | -35.7% | +12.3% | -48.0% | -34.8% |
| 6M | -43.0% | -3.1% | -39.9% | -40.9% |
| YTD | +46.1% | +13.4% | +32.7% | +43.5% |
| 1Y | +124.7% | +24.5% | +100.2% | +112.3% |
| 3Y | +1,172.1% | +135.7% | +1,036.4% | +772.3% |
| All | +1,172.1% | +136.2% | +1,035.8% | +772.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling