+990.3%
LITE vs WYNN
-12.8%
+1,003.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.6% |
| 7D | +10.4% | -3.4% | +13.9% | +11.9% |
| 30D | +14.0% | -15.4% | +29.4% | +21.1% |
| 3M | +9.7% | -15.8% | +25.5% | +16.2% |
| 6M | +39.2% | -13.5% | +52.7% | +45.3% |
| YTD | +153.9% | -26.0% | +179.8% | +179.8% |
| 1Y | +467.5% | -27.4% | +494.9% | +528.0% |
| 3Y | +1,784.2% | -3.7% | +1,787.9% | +1,697.9% |
| 5Y | +990.3% | -9.8% | +1,000.1% | +906.9% |
| All | +990.3% | -12.8% | +1,003.1% | +906.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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