+521.0%
LITE vs NOC
-10.0%
+531.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +3.0% |
| 7D | -1.5% | -5.2% | +3.6% | -3.6% |
| 30D | +6.7% | -7.2% | +13.9% | +3.6% |
| 3M | -6.8% | -5.1% | -1.6% | -7.2% |
| 6M | +29.4% | -31.1% | +60.5% | +21.1% |
| YTD | +139.1% | -8.6% | +147.7% | +156.8% |
| 1Y | +521.0% | -9.7% | +530.7% | +590.5% |
| All | +521.0% | -10.0% | +531.0% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling