+2,898.2%
LITE vs WEC
+255.8%
+2,642.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -56.3% |
| 3M | -38.3% | +10.2% | -48.6% | -39.5% |
| 6M | -48.8% | +4.5% | -53.2% | -49.3% |
| YTD | +38.3% | +15.1% | +23.2% | +34.1% |
| 1Y | +119.0% | +9.4% | +109.6% | +114.4% |
| 3Y | +1,092.0% | +56.9% | +1,035.1% | +957.3% |
| 5Y | +446.1% | +54.4% | +391.6% | +380.8% |
| 10Y | +1,381.7% | +183.5% | +1,198.2% | +1,037.4% |
| All | +2,898.2% | +255.8% | +2,642.4% | +1,473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling