+2,614.7%
LITE vs NKE
-22.7%
+2,637.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.7% |
| 7D | +13.6% | -2.3% | +15.9% | +14.4% |
| 30D | +21.6% | -10.4% | +31.9% | +25.2% |
| 3M | +20.3% | -15.5% | +35.8% | +25.1% |
| 6M | +54.4% | -32.6% | +87.0% | +72.2% |
| YTD | +168.3% | -39.8% | +208.1% | +212.0% |
| 1Y | +551.8% | -47.6% | +599.4% | +695.7% |
| 3Y | +1,891.5% | -59.0% | +1,950.5% | +2,462.9% |
| 5Y | +1,014.7% | -74.9% | +1,089.7% | +1,675.1% |
| 10Y | +2,614.7% | -21.9% | +2,636.7% | +2,523.2% |
| All | +2,614.7% | -22.7% | +2,637.4% | +2,523.2% |
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