-26.2%
LITE vs WELL
+8.1%
-34.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.8% | -10.7% | -5.4% |
| 7D | -31.4% | +9.2% | -40.6% | -26.8% |
| 30D | -42.6% | +10.6% | -53.2% | -39.5% |
| 3M | -26.2% | +7.5% | -33.7% | -22.4% |
| All | -26.2% | +8.1% | -34.3% | -22.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling