+962.3%
LITE vs NET
+1,381.0%
-418.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.3% | -7.2% |
| 7D | -31.4% | -16.4% | -15.1% | -28.1% |
| 30D | -42.6% | -25.8% | -16.7% | -38.0% |
| 3M | -26.2% | -11.5% | -14.7% | -24.4% |
| 6M | -35.8% | +18.9% | -54.7% | -39.7% |
| YTD | +70.0% | +35.2% | +34.8% | +52.3% |
| 1Y | +232.7% | +14.5% | +218.3% | +210.8% |
| 3Y | +1,365.7% | +313.8% | +1,051.9% | +917.7% |
| 5Y | +609.5% | +32.6% | +576.9% | +439.6% |
| All | +962.3% | +1,381.0% | -418.7% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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