+490.8%
LITE vs WFC
+86.8%
+404.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | -35.9% | +0.6% | -36.6% | -36.3% |
| 30D | -51.5% | +4.6% | -56.1% | -52.9% |
| 3M | -35.7% | -3.6% | -32.1% | -34.9% |
| 6M | -43.0% | +5.6% | -48.5% | -45.6% |
| YTD | +46.1% | -8.5% | +54.6% | +50.9% |
| 1Y | +124.7% | -0.3% | +125.0% | +121.3% |
| 3Y | +1,172.1% | +116.4% | +1,055.6% | +727.9% |
| All | +490.8% | +86.8% | +404.0% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling