+129.4%
LITE vs WFC
+1.3%
+128.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.8% | +10.1% |
| 7D | -12.9% | +0.1% | -13.0% | -12.7% |
| 30D | -46.0% | +2.9% | -48.9% | -46.3% |
| 3M | -33.0% | -1.4% | -31.6% | -32.5% |
| 6M | -34.0% | +14.3% | -48.4% | -38.4% |
| YTD | +61.7% | -6.2% | +68.0% | +77.6% |
| All | +129.4% | +1.3% | +128.1% | +113.0% |
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