+232.7%
LITE vs NTAP
+66.6%
+166.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.2% | -7.0% |
| 7D | -31.4% | -16.1% | -15.3% | -24.9% |
| 30D | -42.6% | -15.9% | -26.6% | -36.9% |
| 3M | -26.2% | -1.2% | -25.0% | -23.4% |
| 6M | -35.8% | +70.1% | -105.9% | -46.5% |
| YTD | +70.0% | +77.9% | -7.9% | +40.9% |
| 1Y | +232.7% | +68.1% | +164.6% | +216.0% |
| All | +232.7% | +66.6% | +166.1% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling