+3,068.2%
LITE vs NOC
+278.2%
+2,790.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -5.8% | -30.1% | -35.5% |
| 30D | -51.5% | +10.9% | -62.4% | -52.1% |
| 3M | -35.7% | -7.1% | -28.6% | -35.3% |
| 6M | -43.0% | -5.3% | -37.6% | -42.8% |
| YTD | +46.1% | -6.8% | +52.9% | +46.1% |
| 1Y | +124.7% | -6.7% | +131.4% | +124.5% |
| 3Y | +1,172.1% | +17.2% | +1,154.9% | +1,088.4% |
| 5Y | +477.0% | +56.3% | +420.8% | +381.9% |
| 10Y | +1,465.7% | +173.7% | +1,291.9% | +1,010.2% |
| All | +3,068.2% | +278.2% | +2,790.0% | +2,226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling