-48.9%
LITE vs NKE
-10.7%
-38.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +2.5% |
| 7D | -35.9% | -0.2% | -35.7% | -35.6% |
| 30D | -51.5% | +12.3% | -63.8% | -42.4% |
| 3M | -35.7% | -7.1% | -28.6% | -39.2% |
| All | -48.9% | -10.7% | -38.1% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling