+29.4%
LITE vs NRG
-26.1%
+55.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +0.2% |
| 7D | -1.5% | +7.1% | -8.6% | -5.5% |
| 30D | +6.7% | -1.4% | +8.1% | +7.3% |
| 3M | -6.8% | -10.5% | +3.7% | -2.8% |
| 6M | +29.4% | -26.7% | +56.2% | +67.0% |
| All | +29.4% | -26.1% | +55.5% | +67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling