-43.0%
LITE vs NI
-7.4%
-35.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.0% |
| 7D | -35.9% | -0.9% | -35.0% | -35.4% |
| 30D | -51.5% | +9.6% | -61.2% | -54.0% |
| 3M | -35.7% | +2.5% | -38.2% | -37.0% |
| 6M | -43.0% | -5.8% | -37.1% | -41.3% |
| All | -43.0% | -7.4% | -35.6% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling