+901.5%
LITE vs WMT
+129.7%
+771.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.1% |
| 7D | -1.5% | +3.9% | -5.5% | -1.9% |
| 30D | +6.7% | -4.4% | +11.1% | +7.0% |
| 3M | -6.8% | -8.8% | +2.0% | -6.0% |
| 6M | +29.4% | -15.6% | +45.1% | +31.7% |
| YTD | +139.1% | -3.2% | +142.3% | +134.2% |
| 1Y | +521.0% | +7.0% | +513.9% | +484.0% |
| 3Y | +1,535.3% | +105.3% | +1,430.0% | +1,177.8% |
| All | +901.5% | +129.7% | +771.9% | +642.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling