+5,083.9%
LITE vs WY
+18.4%
+5,065.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | +6.7% | -10.1% | +16.7% | +11.5% |
| 3M | -6.8% | -5.1% | -1.6% | -5.7% |
| 6M | +29.4% | -4.8% | +34.2% | +30.3% |
| YTD | +139.1% | -0.2% | +139.3% | +132.5% |
| 1Y | +521.0% | -6.6% | +527.6% | +519.6% |
| 3Y | +1,535.3% | -22.7% | +1,558.0% | +1,670.4% |
| 5Y | +889.8% | -22.2% | +912.1% | +955.6% |
| 10Y | +2,400.7% | +7.3% | +2,393.4% | +2,031.7% |
| All | +5,083.9% | +18.4% | +5,065.4% | +4,410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling