+1,172.1%
LITE vs NOC
+16.8%
+1,155.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -5.8% | -30.1% | -37.3% |
| 30D | -51.5% | +10.9% | -62.4% | -49.6% |
| 3M | -35.7% | -7.1% | -28.6% | -36.6% |
| 6M | -43.0% | -5.3% | -37.6% | -42.8% |
| YTD | +46.1% | -6.8% | +52.9% | +49.0% |
| 1Y | +124.7% | -6.7% | +131.4% | +129.3% |
| 3Y | +1,172.1% | +17.2% | +1,154.9% | +1,238.6% |
| All | +1,172.1% | +16.8% | +1,155.3% | +1,238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling