+1,483.7%
LITE vs NEM
+269.0%
+1,214.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +11.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | -34.9% | +1.1% | -36.0% | -35.4% |
| 3M | -21.0% | +1.3% | -22.3% | -21.9% |
| 6M | -38.5% | -1.4% | -37.1% | -39.1% |
| YTD | +75.8% | +19.4% | +56.4% | +61.4% |
| 1Y | +156.7% | +32.9% | +123.7% | +129.0% |
| All | +1,483.7% | +269.0% | +1,214.8% | +977.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling