+5,656.1%
LITE vs NLY
+128.2%
+5,527.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | +12.6% | +0.4% | +12.2% | +12.4% |
| 30D | +9.9% | -1.4% | +11.3% | +10.4% |
| 3M | +9.3% | +12.0% | -2.7% | +3.3% |
| 6M | +75.2% | +8.3% | +66.9% | +67.8% |
| YTD | +165.5% | +8.6% | +156.9% | +153.5% |
| 1Y | +555.0% | +16.9% | +538.1% | +505.1% |
| 3Y | +1,870.5% | +71.0% | +1,799.5% | +1,461.3% |
| 5Y | +1,009.8% | +31.1% | +978.8% | +857.3% |
| 10Y | +2,502.5% | +81.0% | +2,421.5% | +1,959.1% |
| All | +5,656.1% | +128.2% | +5,527.9% | +3,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling