+541.2%
LITE vs NTAP
+114.4%
+426.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -13.9% | -7.8% | -6.2% | -8.0% |
| 30D | -46.9% | -25.8% | -21.1% | -33.9% |
| 3M | -28.0% | -11.2% | -16.8% | -20.0% |
| 6M | -35.2% | +49.9% | -85.1% | -51.1% |
| YTD | +58.9% | +66.9% | -8.0% | +8.9% |
| 1Y | +125.3% | +58.8% | +66.5% | +61.2% |
| 3Y | +1,344.4% | +140.8% | +1,203.6% | +691.6% |
| 5Y | +541.2% | +115.0% | +426.2% | +259.3% |
| All | +541.2% | +114.4% | +426.8% | +259.3% |
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