+562.5%
LITE vs NOC
+65.6%
+496.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | +4.8% | +5.9% | +11.4% |
| 30D | -33.4% | +11.0% | -44.5% | -32.4% |
| 3M | -32.2% | -3.8% | -28.4% | -32.2% |
| 6M | -42.1% | +0.6% | -42.7% | -41.6% |
| YTD | +61.9% | -2.3% | +64.2% | +63.8% |
| 1Y | +163.0% | +0.3% | +162.7% | +166.5% |
| 3Y | +1,358.0% | +24.6% | +1,333.4% | +1,370.7% |
| All | +562.5% | +65.6% | +496.9% | +550.6% |
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 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