+1,493.1%
LITE vs NKE
-14.2%
+1,507.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | +10.8% | -1.6% | +12.3% | +11.4% |
| 30D | -33.4% | +7.6% | -41.1% | -35.2% |
| 3M | -32.2% | -6.9% | -25.4% | -31.5% |
| 6M | -42.1% | -8.5% | -33.6% | -42.3% |
| YTD | +61.9% | -38.8% | +100.7% | +85.7% |
| 1Y | +163.0% | -40.6% | +203.6% | +202.3% |
| 3Y | +1,358.0% | -60.9% | +1,418.9% | +1,807.8% |
| 5Y | +549.9% | -75.4% | +625.3% | +938.5% |
| All | +1,493.1% | -14.2% | +1,507.3% | +1,461.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling