+1,587.5%
LITE vs NOC
+158.6%
+1,428.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.0% |
| 7D | -13.9% | -0.3% | -13.6% | -13.9% |
| 30D | -46.9% | +14.1% | -61.1% | -47.7% |
| 3M | -28.0% | -4.6% | -23.4% | -27.7% |
| 6M | -35.2% | +0.7% | -35.9% | -35.6% |
| YTD | +58.9% | -2.6% | +61.5% | +58.0% |
| 1Y | +125.3% | -1.0% | +126.3% | +123.4% |
| 3Y | +1,344.4% | +24.5% | +1,319.9% | +1,233.7% |
| 5Y | +541.2% | +64.3% | +476.8% | +425.4% |
| 10Y | +1,587.5% | +162.8% | +1,424.8% | +1,048.1% |
| All | +1,587.5% | +158.6% | +1,428.9% | +1,048.1% |
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