+2,259.5%
LITE vs WFC
+138.0%
+2,121.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | -1.5% | +3.8% | -5.3% | -3.2% |
| 30D | +6.7% | +1.5% | +5.2% | +5.8% |
| 3M | -6.8% | +10.9% | -17.6% | -11.4% |
| 6M | +29.4% | +8.4% | +21.0% | +23.9% |
| YTD | +139.1% | -1.9% | +141.0% | +138.8% |
| 1Y | +521.0% | +12.3% | +508.7% | +480.8% |
| 3Y | +1,535.3% | +132.3% | +1,403.0% | +1,034.0% |
| 5Y | +889.8% | +130.1% | +759.8% | +574.4% |
| All | +2,259.5% | +138.0% | +2,121.5% | +1,528.1% |
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 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