+1,402.3%
LITE vs WFC
+143.9%
+1,258.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -35.9% | +1.2% | -37.2% | -36.4% |
| 30D | -51.5% | +5.2% | -56.7% | -52.7% |
| 3M | -35.7% | -3.0% | -32.7% | -35.2% |
| 6M | -43.0% | +6.2% | -49.2% | -45.2% |
| YTD | +46.1% | -7.9% | +54.0% | +49.4% |
| 1Y | +124.7% | +0.3% | +124.4% | +121.7% |
| 3Y | +1,172.1% | +117.7% | +1,054.3% | +805.2% |
| 5Y | +477.0% | +88.4% | +388.7% | +326.1% |
| All | +1,402.3% | +143.9% | +1,258.5% | +1,052.9% |
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