+3,068.2%
LITE vs NTAP
+613.8%
+2,454.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -15.1% | -20.9% | -28.8% |
| 30D | -51.5% | -28.1% | -23.4% | -40.7% |
| 3M | -35.7% | -11.4% | -24.3% | -30.0% |
| 6M | -43.0% | +52.2% | -95.2% | -55.1% |
| YTD | +46.1% | +60.4% | -14.3% | +10.5% |
| 1Y | +124.7% | +51.0% | +73.7% | +76.7% |
| 3Y | +1,172.1% | +135.6% | +1,036.5% | +702.5% |
| 5Y | +477.0% | +107.5% | +369.5% | +282.1% |
| 10Y | +1,465.7% | +608.6% | +857.0% | +501.8% |
| All | +3,068.2% | +613.8% | +2,454.4% | +932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling