+1,321.8%
LITE vs WEC
+182.1%
+1,139.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.7% |
| 7D | -44.6% | +3.2% | -47.8% | -44.9% |
| 30D | -55.0% | +14.7% | -69.7% | -56.2% |
| 3M | -38.3% | +10.2% | -48.6% | -39.4% |
| 6M | -48.8% | +4.5% | -53.2% | -49.3% |
| YTD | +38.3% | +15.1% | +23.2% | +34.4% |
| 1Y | +119.0% | +9.4% | +109.6% | +114.7% |
| 3Y | +1,092.0% | +56.9% | +1,035.1% | +963.6% |
| 5Y | +446.1% | +54.4% | +391.6% | +383.9% |
| All | +1,321.8% | +182.1% | +1,139.7% | +1,108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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