-38.5%
LITE vs NRG
-28.8%
-9.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.4% |
| 7D | +3.4% | +17.1% | -13.7% | -5.4% |
| 30D | -34.9% | -7.9% | -27.0% | -32.6% |
| 3M | -21.0% | -18.2% | -2.8% | -14.5% |
| 6M | -38.5% | -28.4% | -10.1% | -31.9% |
| All | -38.5% | -28.8% | -9.7% | -31.9% |
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 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