+1,402.3%
LITE vs NSC
+320.5%
+1,081.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +7.2% |
| 7D | -35.9% | -6.6% | -29.3% | -33.4% |
| 30D | -51.5% | +2.2% | -53.7% | -52.2% |
| 3M | -35.7% | -6.2% | -29.5% | -33.8% |
| 6M | -43.0% | +1.7% | -44.6% | -44.1% |
| YTD | +46.1% | +12.2% | +33.9% | +34.5% |
| 1Y | +124.7% | +15.4% | +109.3% | +103.5% |
| 3Y | +1,172.1% | +73.3% | +1,098.7% | +797.8% |
| 5Y | +477.0% | +24.7% | +452.3% | +380.2% |
| All | +1,402.3% | +320.5% | +1,081.8% | +630.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling