+1,014.7%
LITE vs NRG
+190.8%
+823.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +3.2% |
| 7D | +13.6% | +3.9% | +9.7% | +11.0% |
| 30D | +21.6% | -3.0% | +24.5% | +23.5% |
| 3M | +20.3% | -10.9% | +31.3% | +26.3% |
| 6M | +54.4% | -25.3% | +79.6% | +79.8% |
| YTD | +168.3% | -26.8% | +195.2% | +217.0% |
| 1Y | +551.8% | -23.3% | +575.1% | +661.0% |
| 3Y | +1,891.5% | +208.6% | +1,682.9% | +1,133.2% |
| 5Y | +1,014.7% | +194.1% | +820.6% | +608.6% |
| All | +1,014.7% | +190.8% | +823.9% | +608.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling