+2,502.5%
LITE vs WCN
+239.1%
+2,263.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.4% |
| 7D | +12.6% | -0.4% | +13.1% | +12.7% |
| 30D | +9.9% | -2.1% | +12.1% | +10.6% |
| 3M | +9.3% | +6.4% | +2.9% | +4.4% |
| 6M | +75.2% | -3.7% | +78.9% | +73.9% |
| YTD | +165.5% | -6.4% | +171.8% | +166.1% |
| 1Y | +555.0% | -7.9% | +562.9% | +557.4% |
| 3Y | +1,870.5% | +20.8% | +1,849.7% | +1,551.6% |
| 5Y | +1,009.8% | +29.0% | +980.9% | +768.6% |
| 10Y | +2,502.5% | +236.4% | +2,266.1% | +1,276.6% |
| All | +2,502.5% | +239.1% | +2,263.4% | +1,276.6% |
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