+3,574.4%
LITE vs NRG
+473.2%
+3,101.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +22.6% | +21.7% | +0.8% | +13.5% |
| 30D | -36.8% | -8.1% | -28.7% | -34.3% |
| 3M | -33.0% | -18.3% | -14.7% | -27.2% |
| 6M | -37.1% | -28.0% | -9.1% | -29.1% |
| YTD | +69.5% | -37.5% | +107.0% | +102.6% |
| 1Y | +146.1% | -41.1% | +187.2% | +202.2% |
| 3Y | +1,440.8% | +126.6% | +1,314.2% | +1,201.7% |
| 5Y | +580.4% | +212.3% | +368.2% | +429.6% |
| 10Y | +1,606.7% | +992.0% | +614.7% | +1,010.4% |
| All | +3,574.4% | +473.2% | +3,101.2% | +2,743.7% |
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