+146.1%
LITE vs NKE
-39.1%
+185.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -4.7% |
| 7D | +22.6% | -4.6% | +27.1% | +18.3% |
| 30D | -36.8% | +6.9% | -43.7% | -33.0% |
| 3M | -33.0% | -5.8% | -27.2% | -34.1% |
| 6M | -37.1% | -9.1% | -28.0% | -38.4% |
| YTD | +69.5% | -39.2% | +108.6% | +46.3% |
| 1Y | +146.1% | -39.2% | +185.4% | +114.8% |
| All | +146.1% | -39.1% | +185.3% | +114.8% |
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