+146.1%
LITE vs WFC
+1.6%
+144.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +1.7% | +20.8% | +21.9% |
| 30D | -36.8% | +6.8% | -43.6% | -38.0% |
| 3M | -33.0% | -3.0% | -30.0% | -32.0% |
| 6M | -37.1% | +15.4% | -52.5% | -41.3% |
| YTD | +69.5% | -5.9% | +75.4% | +86.1% |
| 1Y | +146.1% | +1.7% | +144.5% | +134.1% |
| All | +146.1% | +1.6% | +144.5% | +134.1% |
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