+2,259.5%
LITE vs NTAP
+576.5%
+1,683.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | -0.8% | -0.8% | -1.2% |
| 30D | +6.7% | -0.5% | +7.2% | +6.6% |
| 3M | -6.8% | +4.1% | -10.8% | -8.9% |
| 6M | +29.4% | +88.0% | -58.5% | -13.4% |
| YTD | +139.1% | +75.6% | +63.5% | +64.8% |
| 1Y | +521.0% | +58.9% | +462.1% | +357.2% |
| 3Y | +1,535.3% | +153.6% | +1,381.7% | +834.8% |
| 5Y | +889.8% | +127.6% | +762.2% | +488.2% |
| All | +2,259.5% | +576.5% | +1,683.0% | +631.9% |
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