+521.0%
LITE vs WFC
+13.8%
+507.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | -1.5% | +3.8% | -5.3% | -2.5% |
| 30D | +6.7% | +1.5% | +5.2% | +6.4% |
| 3M | -6.8% | +10.9% | -17.6% | -9.2% |
| 6M | +29.4% | +8.4% | +21.0% | +28.0% |
| YTD | +139.1% | -1.9% | +141.0% | +144.7% |
| 1Y | +521.0% | +12.3% | +508.7% | +519.1% |
| All | +521.0% | +13.8% | +507.1% | +519.1% |
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