+2,259.5%
LITE vs NEM
+292.8%
+1,966.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | +6.7% | +23.1% | -16.4% | +1.1% |
| 3M | -6.8% | +18.5% | -25.2% | -10.9% |
| 6M | +29.4% | +7.8% | +21.7% | +26.3% |
| YTD | +139.1% | +29.1% | +110.0% | +123.3% |
| 1Y | +521.0% | +72.7% | +448.3% | +448.6% |
| 3Y | +1,535.3% | +248.7% | +1,286.6% | +1,148.1% |
| 5Y | +889.8% | +148.7% | +741.2% | +682.7% |
| All | +2,259.5% | +292.8% | +1,966.7% | +1,669.6% |
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