+1,499.9%
LITE vs WU
-35.2%
+1,535.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.2% |
| 7D | -13.9% | +11.0% | -24.9% | -17.6% |
| 30D | -46.9% | +13.4% | -60.3% | -49.8% |
| 3M | -28.0% | +2.2% | -30.2% | -29.9% |
| 6M | -35.2% | -18.2% | -17.0% | -32.6% |
| YTD | +58.9% | -18.3% | +77.2% | +64.1% |
| 1Y | +125.3% | -12.2% | +137.5% | +124.6% |
| 3Y | +1,344.4% | -20.8% | +1,365.2% | +1,361.5% |
| 5Y | +541.2% | -42.6% | +583.7% | +636.3% |
| All | +1,499.9% | -35.2% | +1,535.1% | +1,488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling