+490.8%
LITE vs WY
-34.0%
+524.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.5% |
| 7D | -35.9% | +3.1% | -39.0% | -36.9% |
| 30D | -51.5% | +13.0% | -64.5% | -54.0% |
| 3M | -35.7% | -16.8% | -18.9% | -31.7% |
| 6M | -43.0% | -11.2% | -31.8% | -41.7% |
| YTD | +46.1% | -9.1% | +55.2% | +45.1% |
| 1Y | +124.7% | -4.8% | +129.5% | +116.4% |
| 3Y | +1,172.1% | -25.3% | +1,197.3% | +1,282.6% |
| All | +490.8% | -34.0% | +524.8% | +591.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling