+3,068.2%
LITE vs NSC
+376.8%
+2,691.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +7.1% |
| 7D | -35.9% | -6.6% | -29.3% | -33.6% |
| 30D | -51.5% | +2.2% | -53.7% | -52.1% |
| 3M | -35.7% | -6.2% | -29.5% | -34.0% |
| 6M | -43.0% | +1.7% | -44.6% | -44.0% |
| YTD | +46.1% | +12.2% | +33.9% | +35.6% |
| 1Y | +124.7% | +15.4% | +109.3% | +105.5% |
| 3Y | +1,172.1% | +73.3% | +1,098.7% | +831.8% |
| 5Y | +477.0% | +24.7% | +452.3% | +389.7% |
| 10Y | +1,465.7% | +324.5% | +1,141.2% | +708.1% |
| All | +3,068.2% | +376.8% | +2,691.4% | +1,440.6% |
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