+2,382.0%
LITE vs NLY
+81.8%
+2,300.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +5.2% | -4.0% | +9.2% | +7.1% |
| 30D | -0.6% | -5.2% | +4.7% | +1.5% |
| 3M | +4.2% | +2.8% | +1.4% | +2.4% |
| 6M | +38.0% | +4.2% | +33.7% | +34.4% |
| YTD | +151.5% | +4.7% | +146.8% | +144.0% |
| 1Y | +462.2% | +12.7% | +449.5% | +427.7% |
| 3Y | +1,810.6% | +62.5% | +1,748.1% | +1,445.1% |
| 5Y | +980.2% | +26.3% | +953.9% | +845.8% |
| All | +2,382.0% | +81.8% | +2,300.2% | +1,965.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling