+580.4%
LITE vs WCN
+48.2%
+532.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.5% |
| 7D | +22.6% | +1.2% | +21.4% | +22.7% |
| 30D | -36.8% | +26.4% | -63.2% | -36.0% |
| 3M | -33.0% | +17.5% | -50.5% | -32.1% |
| 6M | -37.1% | +28.7% | -65.8% | -37.8% |
| YTD | +69.5% | +11.5% | +57.9% | +73.6% |
| 1Y | +146.1% | +15.9% | +130.2% | +148.6% |
| 3Y | +1,440.8% | +51.6% | +1,389.2% | +1,255.6% |
| 5Y | +580.4% | +47.9% | +532.5% | +459.1% |
| All | +580.4% | +48.2% | +532.3% | +459.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling