+2,898.2%
LITE vs NTAP
+614.6%
+2,283.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.7% | -8.9% | -13.2% |
| 7D | -44.6% | -22.5% | -22.1% | -35.2% |
| 30D | -55.0% | -25.7% | -29.3% | -46.0% |
| 3M | -38.3% | -9.0% | -29.3% | -33.8% |
| 6M | -48.8% | +49.2% | -97.9% | -59.1% |
| YTD | +38.3% | +60.6% | -22.3% | +4.5% |
| 1Y | +119.0% | +48.7% | +70.3% | +73.7% |
| 3Y | +1,092.0% | +135.6% | +956.4% | +652.0% |
| 5Y | +446.1% | +107.8% | +338.3% | +261.4% |
| 10Y | +1,381.7% | +609.4% | +772.3% | +469.2% |
| All | +2,898.2% | +614.6% | +2,283.6% | +876.3% |
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 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