+1,938.3%
LITE vs NLY
+69.5%
+1,868.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +13.6% | -0.4% | +14.0% | +13.9% |
| 30D | +21.6% | -1.3% | +22.9% | +22.1% |
| 3M | +20.3% | +7.6% | +12.7% | +12.9% |
| 6M | +54.4% | +8.9% | +45.5% | +42.5% |
| YTD | +168.3% | +8.1% | +160.3% | +146.9% |
| 1Y | +551.8% | +15.8% | +536.0% | +463.9% |
| All | +1,938.3% | +69.5% | +1,868.8% | +1,128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling