+232.7%
LITE vs NEM
+50.9%
+181.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.9% | -17.8% | -13.4% |
| 7D | -31.4% | +3.7% | -35.1% | -33.3% |
| 30D | -42.6% | +2.0% | -44.6% | -43.5% |
| 3M | -26.2% | +21.1% | -47.3% | -36.1% |
| 6M | -35.8% | +9.5% | -45.3% | -40.8% |
| YTD | +70.0% | +19.1% | +51.0% | +17.9% |
| 1Y | +232.7% | +51.1% | +181.6% | +48.5% |
| All | +232.7% | +50.9% | +181.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling