+490.8%
LITE vs NTAP
+106.9%
+383.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -15.1% | -20.9% | -27.2% |
| 30D | -51.5% | -28.1% | -23.4% | -38.3% |
| 3M | -35.7% | -11.4% | -24.3% | -28.7% |
| 6M | -43.0% | +52.2% | -95.2% | -57.6% |
| YTD | +46.1% | +60.4% | -14.3% | +2.7% |
| 1Y | +124.7% | +51.0% | +73.7% | +66.3% |
| 3Y | +1,172.1% | +135.6% | +1,036.5% | +607.1% |
| All | +490.8% | +106.9% | +383.9% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling