+129.4%
LITE vs WY
-4.7%
+134.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +11.2% |
| 7D | -12.9% | -0.8% | -12.1% | -12.9% |
| 30D | -46.0% | +10.6% | -56.6% | -41.7% |
| 3M | -33.0% | -16.6% | -16.4% | -35.3% |
| 6M | -34.0% | -8.6% | -25.4% | -33.5% |
| YTD | +61.7% | -8.4% | +70.2% | +65.8% |
| All | +129.4% | -4.7% | +134.0% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling