+1,533.3%
LITE vs NKE
-7.9%
+1,541.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.3% | +9.6% |
| 7D | -12.9% | +1.9% | -14.8% | -13.4% |
| 30D | -46.0% | +14.9% | -60.9% | -48.5% |
| 3M | -33.0% | -3.4% | -29.7% | -33.2% |
| 6M | -34.0% | -7.9% | -26.2% | -34.4% |
| YTD | +61.7% | -35.8% | +97.5% | +82.9% |
| 1Y | +148.3% | -32.6% | +180.9% | +170.5% |
| 3Y | +1,408.5% | -60.0% | +1,468.5% | +1,870.6% |
| 5Y | +546.2% | -74.9% | +621.0% | +931.7% |
| 10Y | +1,533.3% | -9.8% | +1,543.1% | +1,443.4% |
| All | +1,533.3% | -7.9% | +1,541.2% | +1,443.4% |
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