+3,406.8%
LITE vs NRG
+469.4%
+2,937.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.3% | +0.4% | +6.6% |
| 7D | -12.9% | +2.9% | -15.8% | -13.7% |
| 30D | -46.0% | -9.3% | -36.6% | -43.6% |
| 3M | -33.0% | -17.1% | -15.9% | -27.7% |
| 6M | -34.0% | -28.9% | -5.2% | -25.4% |
| YTD | +61.7% | -37.9% | +99.7% | +93.8% |
| 1Y | +148.3% | -42.7% | +191.0% | +207.5% |
| 3Y | +1,408.5% | +127.5% | +1,281.0% | +1,174.5% |
| 5Y | +546.2% | +217.4% | +328.8% | +401.8% |
| 10Y | +1,533.3% | +898.2% | +635.2% | +974.2% |
| All | +3,406.8% | +469.4% | +2,937.4% | +2,620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling