+1,493.1%
LITE vs NEM
+363.4%
+1,129.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | -6.4% | +17.2% | +12.7% |
| 30D | -33.4% | +1.4% | -34.9% | -34.0% |
| 3M | -32.2% | -0.7% | -31.5% | -32.5% |
| 6M | -42.1% | -4.5% | -37.6% | -42.0% |
| YTD | +61.9% | +14.0% | +47.8% | +55.0% |
| 1Y | +163.0% | +27.3% | +135.7% | +146.7% |
| 3Y | +1,358.0% | +250.5% | +1,107.5% | +1,001.2% |
| 5Y | +549.9% | +121.1% | +428.8% | +421.2% |
| All | +1,493.1% | +363.4% | +1,129.7% | +1,054.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling