+1,568.0%
LITE vs NSC
+302.7%
+1,265.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +22.6% | +1.6% | +20.9% | +21.5% |
| 30D | -36.8% | +4.2% | -41.0% | -38.2% |
| 3M | -33.0% | -0.2% | -32.8% | -33.1% |
| 6M | -37.1% | +7.6% | -44.6% | -40.1% |
| YTD | +69.5% | +17.4% | +52.1% | +52.4% |
| 1Y | +146.1% | +18.3% | +127.8% | +120.2% |
| 3Y | +1,440.8% | +79.8% | +1,361.0% | +966.2% |
| 5Y | +580.4% | +34.3% | +546.1% | +443.9% |
| All | +1,568.0% | +302.7% | +1,265.2% | +637.4% |
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