+593.6%
LITE vs NEM
+119.8%
+473.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -2.2% |
| 7D | +22.6% | -5.9% | +28.5% | +24.7% |
| 30D | -36.8% | -2.6% | -34.2% | -36.5% |
| 3M | -33.0% | -4.2% | -28.8% | -32.5% |
| 6M | -37.1% | -5.5% | -31.6% | -36.8% |
| YTD | +69.5% | +13.5% | +55.9% | +61.9% |
| 1Y | +146.1% | +22.2% | +123.9% | +131.8% |
| 3Y | +1,440.8% | +249.0% | +1,191.9% | +1,105.3% |
| All | +593.6% | +119.8% | +473.8% | +492.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling