+3,712.1%
LITE vs WMT
+532.5%
+3,179.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +3.4% | -2.7% | +6.1% | +3.9% |
| 30D | -34.9% | +11.1% | -46.0% | -36.4% |
| 3M | -21.0% | +11.2% | -32.2% | -23.2% |
| 6M | -38.5% | -1.3% | -37.2% | -38.8% |
| YTD | +75.8% | +13.5% | +62.3% | +67.1% |
| 1Y | +156.7% | +22.5% | +134.2% | +137.0% |
| 3Y | +1,498.6% | +134.1% | +1,364.5% | +1,092.7% |
| 5Y | +610.9% | +170.3% | +440.6% | +402.5% |
| 10Y | +1,670.7% | +525.5% | +1,145.2% | +1,027.0% |
| All | +3,712.1% | +532.5% | +3,179.6% | +2,346.8% |
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