+1,533.3%
LITE vs NTAP
+608.6%
+924.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +8.3% |
| 7D | -12.9% | -5.0% | -7.9% | -9.3% |
| 30D | -46.0% | -25.8% | -20.2% | -34.4% |
| 3M | -33.0% | -6.9% | -26.1% | -28.7% |
| 6M | -34.0% | +50.0% | -84.0% | -48.2% |
| YTD | +61.7% | +66.9% | -5.2% | +17.5% |
| 1Y | +148.3% | +58.3% | +90.0% | +87.2% |
| 3Y | +1,408.5% | +145.1% | +1,263.4% | +801.1% |
| 5Y | +546.2% | +114.2% | +432.0% | +307.9% |
| 10Y | +1,533.3% | +576.6% | +956.8% | +431.6% |
| All | +1,533.3% | +608.6% | +924.7% | +431.6% |
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