+5,083.9%
LITE vs NKE
-21.4%
+5,105.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.9% |
| 30D | +6.7% | -8.6% | +15.2% | +9.0% |
| 3M | -6.8% | -11.0% | +4.3% | -5.0% |
| 6M | +29.4% | -33.2% | +62.7% | +44.5% |
| YTD | +139.1% | -38.1% | +177.2% | +173.3% |
| 1Y | +521.0% | -47.4% | +568.4% | +650.2% |
| 3Y | +1,535.3% | -59.8% | +1,595.1% | +2,001.6% |
| 5Y | +889.8% | -74.2% | +964.1% | +1,405.3% |
| 10Y | +2,400.7% | -23.5% | +2,424.2% | +2,453.2% |
| All | +5,083.9% | -21.4% | +5,105.2% | +5,180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling