+1,870.5%
LITE vs NRG
+229.1%
+1,641.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.7% |
| 7D | +12.6% | +9.3% | +3.4% | +6.1% |
| 30D | +9.9% | +1.3% | +8.6% | +8.7% |
| 3M | +9.3% | -6.0% | +15.3% | +11.0% |
| 6M | +75.2% | -22.0% | +97.2% | +102.3% |
| YTD | +165.5% | -24.1% | +189.6% | +212.5% |
| 1Y | +555.0% | -18.0% | +573.0% | +644.6% |
| 3Y | +1,870.5% | +220.0% | +1,650.4% | +853.9% |
| All | +1,870.5% | +229.1% | +1,641.4% | +853.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling