+490.8%
LITE vs NI
+104.4%
+386.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.0% |
| 7D | -35.9% | -0.9% | -35.0% | -35.6% |
| 30D | -51.5% | +9.6% | -61.2% | -53.6% |
| 3M | -35.7% | +2.5% | -38.2% | -36.5% |
| 6M | -43.0% | -5.8% | -37.1% | -41.6% |
| YTD | +46.1% | +8.6% | +37.6% | +41.3% |
| 1Y | +124.7% | +6.0% | +118.7% | +120.1% |
| 3Y | +1,172.1% | +91.0% | +1,081.0% | +921.5% |
| All | +490.8% | +104.4% | +386.5% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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