+490.8%
LITE vs WCN
+45.6%
+445.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +5.5% |
| 7D | -35.9% | +2.9% | -38.9% | -35.7% |
| 30D | -51.5% | +22.1% | -73.6% | -51.1% |
| 3M | -35.7% | +13.2% | -48.9% | -34.9% |
| 6M | -43.0% | +23.7% | -66.7% | -43.5% |
| YTD | +46.1% | +8.7% | +37.4% | +49.3% |
| 1Y | +124.7% | +15.3% | +109.4% | +124.8% |
| 3Y | +1,172.1% | +46.0% | +1,126.1% | +1,023.2% |
| All | +490.8% | +45.6% | +445.2% | +382.8% |
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