+5,083.9%
LITE vs NRG
+592.4%
+4,491.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +1.6% |
| 7D | -1.5% | +7.1% | -8.6% | -4.1% |
| 30D | +6.7% | -1.4% | +8.1% | +7.1% |
| 3M | -6.8% | -10.5% | +3.7% | -3.6% |
| 6M | +29.4% | -26.7% | +56.2% | +44.6% |
| YTD | +139.1% | -24.5% | +163.6% | +164.3% |
| 1Y | +521.0% | -18.6% | +539.6% | +576.0% |
| 3Y | +1,535.3% | +227.1% | +1,308.1% | +1,124.3% |
| 5Y | +889.8% | +198.8% | +691.1% | +646.4% |
| 10Y | +2,400.7% | +1,122.3% | +1,278.5% | +1,416.4% |
| All | +5,083.9% | +592.4% | +4,491.5% | +3,610.2% |
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