+446.1%
LITE vs WELL
+233.6%
+212.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.6% | -18.5% |
| 7D | -44.6% | +5.3% | -49.8% | -45.2% |
| 30D | -55.0% | +8.7% | -63.7% | -56.0% |
| 3M | -38.3% | +3.8% | -42.2% | -39.1% |
| 6M | -48.8% | +15.4% | -64.1% | -51.2% |
| YTD | +38.3% | +33.7% | +4.6% | +25.6% |
| 1Y | +119.0% | +33.6% | +85.3% | +98.8% |
| 3Y | +1,092.0% | +194.2% | +897.8% | +727.7% |
| 5Y | +446.1% | +227.0% | +219.0% | +285.0% |
| All | +446.1% | +233.6% | +212.5% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling