+1,587.5%
LITE vs WCN
+300.6%
+1,286.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -13.9% | +2.6% | -16.5% | -14.6% |
| 30D | -46.9% | +25.3% | -72.2% | -51.2% |
| 3M | -28.0% | +15.2% | -43.2% | -32.1% |
| 6M | -35.2% | +26.4% | -61.6% | -42.4% |
| YTD | +58.9% | +9.9% | +48.9% | +49.6% |
| 1Y | +125.3% | +16.2% | +109.1% | +105.7% |
| 3Y | +1,344.4% | +49.4% | +1,295.0% | +1,004.2% |
| 5Y | +541.2% | +46.2% | +495.0% | +383.6% |
| 10Y | +1,587.5% | +305.7% | +1,281.8% | +812.4% |
| All | +1,587.5% | +300.6% | +1,286.9% | +812.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling