+3,406.8%
LITE vs NSC
+387.5%
+3,019.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +9.8% |
| 7D | -12.9% | -5.4% | -7.5% | -10.2% |
| 30D | -46.0% | +2.9% | -48.9% | -46.8% |
| 3M | -33.0% | -2.2% | -30.9% | -32.5% |
| 6M | -34.0% | +5.3% | -39.3% | -36.3% |
| YTD | +61.7% | +14.8% | +47.0% | +48.6% |
| 1Y | +148.3% | +16.6% | +131.7% | +126.2% |
| 3Y | +1,408.5% | +78.6% | +1,329.9% | +989.5% |
| 5Y | +546.2% | +27.2% | +519.0% | +443.6% |
| 10Y | +1,533.3% | +302.5% | +1,230.8% | +747.1% |
| All | +3,406.8% | +387.5% | +3,019.3% | +1,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling