+1,103.8%
LITE vs WFC
+116.3%
+987.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.7% | -16.8% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +4.0% | -59.1% | -56.2% |
| 3M | -38.3% | -4.4% | -34.0% | -37.0% |
| 6M | -48.8% | +7.4% | -56.1% | -52.0% |
| YTD | +38.3% | -7.5% | +45.8% | +43.3% |
| 1Y | +119.0% | -0.3% | +119.3% | +115.3% |
| All | +1,103.8% | +116.3% | +987.5% | +416.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling