+3,068.2%
LITE vs WFC
+95.3%
+2,972.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -35.9% | +0.6% | -36.6% | -36.2% |
| 30D | -51.5% | +4.6% | -56.1% | -52.6% |
| 3M | -35.7% | -3.6% | -32.1% | -35.1% |
| 6M | -43.0% | +5.6% | -48.5% | -45.0% |
| YTD | +46.1% | -8.5% | +54.6% | +49.7% |
| 1Y | +124.7% | -0.3% | +125.0% | +122.3% |
| 3Y | +1,172.1% | +116.4% | +1,055.6% | +811.7% |
| 5Y | +477.0% | +87.2% | +389.8% | +329.1% |
| 10Y | +1,465.7% | +145.8% | +1,319.9% | +909.1% |
| All | +3,068.2% | +95.3% | +2,972.9% | +2,112.8% |
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 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