+2,898.2%
LITE vs NOC
+278.4%
+2,619.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | 0.0% | -18.7% | -18.7% |
| 7D | -44.6% | -6.6% | -38.0% | -44.1% |
| 30D | -55.0% | +8.7% | -63.8% | -55.5% |
| 3M | -38.3% | -5.4% | -33.0% | -38.0% |
| 6M | -48.8% | -5.1% | -43.6% | -48.6% |
| YTD | +38.3% | -6.8% | +45.0% | +38.2% |
| 1Y | +119.0% | -6.4% | +125.4% | +118.7% |
| 3Y | +1,092.0% | +17.3% | +1,074.7% | +1,013.3% |
| 5Y | +446.1% | +56.3% | +389.7% | +356.0% |
| 10Y | +1,381.7% | +173.9% | +1,207.8% | +950.6% |
| All | +2,898.2% | +278.4% | +2,619.9% | +2,101.2% |
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