+3,068.2%
LITE vs WMT
+531.7%
+2,536.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.0% |
| 7D | -35.9% | +1.6% | -37.6% | -36.2% |
| 30D | -51.5% | +16.1% | -67.6% | -53.1% |
| 3M | -35.7% | +12.3% | -48.0% | -37.6% |
| 6M | -43.0% | -3.1% | -39.9% | -43.0% |
| YTD | +46.1% | +13.4% | +32.7% | +38.9% |
| 1Y | +124.7% | +24.5% | +100.2% | +106.3% |
| 3Y | +1,172.1% | +135.7% | +1,036.4% | +847.1% |
| 5Y | +477.0% | +166.8% | +310.2% | +309.5% |
| 10Y | +1,465.7% | +543.4% | +922.2% | +898.5% |
| All | +3,068.2% | +531.7% | +2,536.4% | +1,933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling