+3,712.1%
LITE vs NKE
-21.6%
+3,733.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.9% | +11.6% | +10.9% |
| 7D | +3.4% | -5.4% | +8.8% | +5.3% |
| 30D | -34.9% | +8.4% | -43.3% | -36.7% |
| 3M | -21.0% | -6.3% | -14.7% | -20.5% |
| 6M | -38.5% | -7.8% | -30.6% | -38.8% |
| YTD | +75.8% | -38.3% | +114.1% | +99.8% |
| 1Y | +156.7% | -37.3% | +194.0% | +186.2% |
| 3Y | +1,498.6% | -61.3% | +1,559.9% | +1,973.2% |
| 5Y | +610.9% | -74.8% | +685.8% | +987.9% |
| 10Y | +1,670.7% | -12.7% | +1,683.4% | +1,681.7% |
| All | +3,712.1% | -21.6% | +3,733.7% | +3,759.8% |
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 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