+901.5%
LITE vs WCN
+30.3%
+871.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +6.7% | +0.4% | +6.2% | +6.5% |
| 3M | -6.8% | +7.3% | -14.1% | -8.7% |
| 6M | +29.4% | -2.5% | +31.9% | +29.6% |
| YTD | +139.1% | -5.4% | +144.5% | +141.3% |
| 1Y | +521.0% | -8.5% | +529.5% | +533.2% |
| 3Y | +1,535.3% | +20.8% | +1,514.5% | +1,352.5% |
| All | +901.5% | +30.3% | +871.2% | +694.2% |
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