+1,493.1%
LITE vs NTAP
+583.1%
+910.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.0% |
| 7D | +10.8% | +7.2% | +3.6% | +6.6% |
| 30D | -33.4% | -18.4% | -15.1% | -23.5% |
| 3M | -32.2% | -11.3% | -20.9% | -25.6% |
| 6M | -42.1% | +53.8% | -95.9% | -55.2% |
| YTD | +61.9% | +72.0% | -10.1% | +15.7% |
| 1Y | +163.0% | +68.0% | +95.0% | +91.4% |
| 3Y | +1,358.0% | +149.5% | +1,208.5% | +762.6% |
| 5Y | +549.9% | +125.6% | +424.3% | +299.3% |
| All | +1,493.1% | +583.1% | +910.0% | +416.4% |
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