+232.7%
LITE vs NRG
-50.8%
+283.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -13.5% | +5.7% | +2.3% |
| 7D | -31.4% | -13.7% | -17.7% | -23.5% |
| 30D | -42.6% | -13.6% | -29.0% | -35.8% |
| 3M | -26.2% | -28.5% | +2.3% | -5.7% |
| 6M | -35.8% | -45.8% | +10.0% | +1.4% |
| YTD | +70.0% | -46.9% | +117.0% | +174.4% |
| 1Y | +232.7% | -49.7% | +282.5% | +502.1% |
| All | +232.7% | -50.8% | +283.5% | +502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling