+3,068.2%
LITE vs WSM
+692.3%
+2,375.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.2% |
| 7D | -35.9% | +0.5% | -36.5% | -36.2% |
| 30D | -51.5% | +6.0% | -57.5% | -52.6% |
| 3M | -35.7% | +3.2% | -38.9% | -36.7% |
| 6M | -43.0% | +37.1% | -80.1% | -49.0% |
| YTD | +46.1% | +44.2% | +1.9% | +27.8% |
| 1Y | +124.7% | +34.2% | +90.5% | +101.0% |
| 3Y | +1,172.1% | +249.3% | +922.8% | +752.7% |
| 5Y | +477.0% | +169.3% | +307.7% | +297.6% |
| 10Y | +1,465.7% | +1,241.2% | +224.5% | +552.2% |
| All | +3,068.2% | +692.3% | +2,375.9% | +1,154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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