+232.7%
LITE vs WFC
+2.7%
+230.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.1% | -8.3% |
| 7D | -31.4% | +4.5% | -35.9% | -32.2% |
| 30D | -42.6% | +7.4% | -49.9% | -43.8% |
| 3M | -26.2% | -0.5% | -25.7% | -25.9% |
| 6M | -35.8% | +11.7% | -47.5% | -38.5% |
| YTD | +70.0% | -4.6% | +74.7% | +86.0% |
| 1Y | +232.7% | +2.5% | +230.2% | +220.2% |
| All | +232.7% | +2.7% | +230.1% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling