+5,083.9%
LITE vs WU
-29.9%
+5,113.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | -6.8% | -3.9% | -2.9% | -7.6% |
| 6M | +29.4% | -20.7% | +50.1% | +37.9% |
| YTD | +139.1% | -18.4% | +157.4% | +150.5% |
| 1Y | +521.0% | -8.1% | +529.1% | +512.7% |
| 3Y | +1,535.3% | -24.2% | +1,559.4% | +1,606.7% |
| 5Y | +889.8% | -50.4% | +940.3% | +1,125.3% |
| 10Y | +2,400.7% | -40.0% | +2,440.8% | +2,610.4% |
| All | +5,083.9% | -29.9% | +5,113.7% | +5,424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling