+5,083.9%
LITE vs WFC
+109.3%
+4,974.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | -1.5% | +3.8% | -5.3% | -3.2% |
| 30D | +6.7% | +1.5% | +5.2% | +5.9% |
| 3M | -6.8% | +10.9% | -17.6% | -11.3% |
| 6M | +29.4% | +8.4% | +21.0% | +24.0% |
| YTD | +139.1% | -1.9% | +141.0% | +138.8% |
| 1Y | +521.0% | +12.3% | +508.7% | +481.5% |
| 3Y | +1,535.3% | +132.3% | +1,403.0% | +1,041.5% |
| 5Y | +889.8% | +130.1% | +759.8% | +579.2% |
| 10Y | +2,400.7% | +134.4% | +2,266.3% | +1,531.2% |
| All | +5,083.9% | +109.3% | +4,974.6% | +3,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling