+541.2%
LITE vs WFC
+95.1%
+446.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -13.9% | +0.9% | -14.8% | -14.1% |
| 30D | -46.9% | +3.3% | -50.2% | -48.0% |
| 3M | -28.0% | -1.4% | -26.6% | -27.9% |
| 6M | -35.2% | +14.7% | -49.9% | -41.0% |
| YTD | +58.9% | -5.9% | +64.8% | +61.8% |
| 1Y | +125.3% | +1.8% | +123.5% | +119.6% |
| 3Y | +1,344.4% | +124.9% | +1,219.5% | +820.2% |
| 5Y | +541.2% | +92.7% | +448.4% | +337.7% |
| All | +541.2% | +95.1% | +446.0% | +337.7% |
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