+232.7%
LITE vs NKE
-33.0%
+265.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.2% | -13.1% | -3.8% |
| 7D | -31.4% | +9.0% | -40.4% | -26.4% |
| 30D | -42.6% | +19.2% | -61.8% | -34.0% |
| 3M | -26.2% | -1.5% | -24.7% | -24.1% |
| 6M | -35.8% | -4.2% | -31.6% | -33.9% |
| YTD | +70.0% | -34.8% | +104.8% | +58.0% |
| 1Y | +232.7% | -31.7% | +264.4% | +219.5% |
| All | +232.7% | -33.0% | +265.7% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling