+901.5%
LITE vs NKE
-74.3%
+975.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | -1.5% | -2.0% | +0.5% | -1.1% |
| 30D | +6.7% | -8.6% | +15.2% | +8.4% |
| 3M | -6.8% | -11.0% | +4.3% | -5.4% |
| 6M | +29.4% | -33.2% | +62.7% | +43.0% |
| YTD | +139.1% | -38.1% | +177.2% | +169.9% |
| 1Y | +521.0% | -47.4% | +568.4% | +640.9% |
| 3Y | +1,535.3% | -59.8% | +1,595.1% | +1,927.6% |
| All | +901.5% | -74.3% | +975.8% | +1,362.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling