+1,533.3%
LITE vs WFC
+142.4%
+1,390.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.8% | +9.9% |
| 7D | -12.9% | +0.1% | -13.0% | -12.7% |
| 30D | -46.0% | +2.9% | -48.9% | -46.8% |
| 3M | -33.0% | -1.4% | -31.6% | -32.9% |
| 6M | -34.0% | +14.3% | -48.4% | -38.7% |
| YTD | +61.7% | -6.2% | +68.0% | +64.1% |
| 1Y | +148.3% | +1.6% | +146.7% | +143.7% |
| 3Y | +1,408.5% | +126.9% | +1,281.6% | +954.1% |
| 5Y | +546.2% | +94.0% | +452.2% | +371.3% |
| 10Y | +1,533.3% | +134.0% | +1,399.3% | +1,145.9% |
| All | +1,533.3% | +142.4% | +1,390.9% | +1,145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling