+1,568.0%
LITE vs WELL
+464.2%
+1,103.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +22.6% | +0.1% | +22.4% | +22.5% |
| 30D | -36.8% | +6.8% | -43.6% | -38.1% |
| 3M | -33.0% | +6.7% | -39.7% | -34.6% |
| 6M | -37.1% | +13.8% | -50.9% | -40.1% |
| YTD | +69.5% | +33.8% | +35.6% | +53.6% |
| 1Y | +146.1% | +29.6% | +116.5% | +125.1% |
| 3Y | +1,440.8% | +203.1% | +1,237.7% | +984.5% |
| 5Y | +580.4% | +223.8% | +356.6% | +365.0% |
| All | +1,568.0% | +464.2% | +1,103.7% | +823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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