+1,402.3%
LITE vs NTAP
+591.8%
+810.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -15.1% | -20.9% | -28.4% |
| 30D | -51.5% | -28.1% | -23.4% | -40.1% |
| 3M | -35.7% | -11.4% | -24.3% | -29.7% |
| 6M | -43.0% | +52.2% | -95.2% | -55.7% |
| YTD | +46.1% | +60.4% | -14.3% | +8.6% |
| 1Y | +124.7% | +51.0% | +73.7% | +74.0% |
| 3Y | +1,172.1% | +135.6% | +1,036.5% | +677.0% |
| 5Y | +477.0% | +107.5% | +369.5% | +270.8% |
| All | +1,402.3% | +591.8% | +810.5% | +390.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling