+1,618.0%
LITE vs NOC
+154.1%
+1,463.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +10.4% |
| 7D | -12.9% | -2.9% | -10.0% | -12.6% |
| 30D | -46.0% | +12.1% | -58.1% | -46.7% |
| 3M | -33.0% | -5.3% | -27.8% | -32.7% |
| 6M | -34.0% | -1.0% | -33.0% | -34.3% |
| YTD | +61.7% | -4.3% | +66.0% | +61.2% |
| 1Y | +148.3% | -3.6% | +151.9% | +147.1% |
| 3Y | +1,408.5% | +22.9% | +1,385.6% | +1,294.0% |
| 5Y | +546.2% | +60.4% | +485.8% | +431.8% |
| All | +1,618.0% | +154.1% | +1,463.9% | +1,071.2% |
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