+2,502.5%
LITE vs NOC
+187.2%
+2,315.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +11.0% |
| 7D | +12.6% | -2.7% | +15.3% | +13.0% |
| 30D | +9.9% | -8.9% | +18.8% | +11.0% |
| 3M | +9.3% | -3.7% | +13.0% | +9.4% |
| 6M | +75.2% | -30.8% | +106.0% | +84.6% |
| YTD | +165.5% | -7.9% | +173.4% | +165.9% |
| 1Y | +555.0% | -9.4% | +564.4% | +556.7% |
| 3Y | +1,870.5% | +29.0% | +1,841.5% | +1,679.6% |
| 5Y | +1,009.8% | +56.1% | +953.8% | +811.5% |
| 10Y | +2,502.5% | +186.3% | +2,316.2% | +1,557.3% |
| All | +2,502.5% | +187.2% | +2,315.3% | +1,557.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling