+1,499.9%
LITE vs NRG
+980.5%
+519.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -13.9% | +0.9% | -14.8% | -14.2% |
| 30D | -46.9% | -9.6% | -37.3% | -44.0% |
| 3M | -28.0% | -17.9% | -10.1% | -20.7% |
| 6M | -35.2% | -29.1% | -6.1% | -24.9% |
| YTD | +58.9% | -38.1% | +97.0% | +97.3% |
| 1Y | +125.3% | -40.9% | +166.2% | +187.7% |
| 3Y | +1,344.4% | +124.4% | +1,220.0% | +1,047.0% |
| 5Y | +541.2% | +215.7% | +325.4% | +354.2% |
| All | +1,499.9% | +980.5% | +519.4% | +771.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling