+490.8%
LITE vs WU
-42.0%
+532.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.0% |
| 7D | -35.9% | +11.7% | -47.6% | -37.5% |
| 30D | -51.5% | +12.6% | -64.1% | -53.0% |
| 3M | -35.7% | -0.5% | -35.2% | -36.1% |
| 6M | -43.0% | -18.2% | -24.8% | -41.1% |
| YTD | +46.1% | -19.0% | +65.1% | +50.7% |
| 1Y | +124.7% | -16.7% | +141.4% | +128.5% |
| 3Y | +1,172.1% | -21.0% | +1,193.1% | +1,185.7% |
| All | +490.8% | -42.0% | +532.8% | +553.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling