+542.4%
LITE vs NOC
+64.8%
+477.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.6% |
| 7D | -13.9% | -0.3% | -13.6% | -14.0% |
| 30D | -46.9% | +14.1% | -61.1% | -45.9% |
| 3M | -28.0% | -4.6% | -23.4% | -28.1% |
| 6M | -35.2% | +0.7% | -35.9% | -34.6% |
| YTD | +58.9% | -2.6% | +61.5% | +60.7% |
| 1Y | +125.3% | -1.0% | +126.3% | +128.1% |
| 3Y | +1,344.4% | +24.5% | +1,319.9% | +1,356.1% |
| All | +542.4% | +64.8% | +477.6% | +525.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling