+562.5%
LITE vs WFC
+90.3%
+472.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | +10.8% | +2.5% | +8.3% | +9.4% |
| 30D | -33.4% | +7.0% | -40.4% | -36.0% |
| 3M | -32.2% | -1.8% | -30.5% | -32.1% |
| 6M | -42.1% | +18.4% | -60.5% | -48.0% |
| YTD | +61.9% | -5.6% | +67.5% | +64.5% |
| 1Y | +163.0% | +3.9% | +159.1% | +153.0% |
| 3Y | +1,358.0% | +126.3% | +1,231.7% | +825.7% |
| All | +562.5% | +90.3% | +472.2% | +354.0% |
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