+1,563.7%
LITE vs NSC
+70.9%
+1,492.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | -1.5% | -5.5% | +4.0% | +1.3% |
| 30D | +6.7% | -3.2% | +9.9% | +8.2% |
| 3M | -6.8% | +7.7% | -14.4% | -10.9% |
| 6M | +29.4% | +4.5% | +24.9% | +25.6% |
| YTD | +139.1% | +15.6% | +123.5% | +117.8% |
| 1Y | +521.0% | +19.8% | +501.2% | +450.2% |
| All | +1,563.7% | +70.9% | +1,492.8% | +918.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling