+1,568.0%
LITE vs NOC
+159.4%
+1,408.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +22.6% | +4.5% | +18.0% | +22.0% |
| 30D | -36.8% | +14.1% | -50.8% | -37.7% |
| 3M | -33.0% | -4.5% | -28.6% | -32.7% |
| 6M | -37.1% | -0.8% | -36.3% | -37.2% |
| YTD | +69.5% | -2.5% | +72.0% | +68.6% |
| 1Y | +146.1% | -0.1% | +146.2% | +143.7% |
| 3Y | +1,440.8% | +24.6% | +1,416.2% | +1,323.5% |
| 5Y | +580.4% | +65.6% | +514.9% | +456.9% |
| All | +1,568.0% | +159.4% | +1,408.5% | +1,005.7% |
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