+5,083.9%
LITE vs NTAP
+681.2%
+4,402.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | -6.8% | +4.1% | -10.8% | -8.7% |
| 6M | +29.4% | +88.0% | -58.5% | -11.4% |
| YTD | +139.1% | +75.6% | +63.5% | +68.3% |
| 1Y | +521.0% | +58.9% | +462.1% | +365.2% |
| 3Y | +1,535.3% | +153.6% | +1,381.7% | +868.5% |
| 5Y | +889.8% | +127.6% | +762.2% | +508.4% |
| 10Y | +2,400.7% | +580.4% | +1,820.3% | +828.4% |
| All | +5,083.9% | +681.2% | +4,402.6% | +1,472.1% |
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 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