+232.7%
LITE vs NTR
+36.7%
+196.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.8% | -7.2% |
| 7D | -31.4% | +4.3% | -35.8% | -30.9% |
| 30D | -42.6% | +2.6% | -45.2% | -42.1% |
| 3M | -26.2% | +8.5% | -34.7% | -25.2% |
| 6M | -35.8% | -3.3% | -32.5% | -34.8% |
| YTD | +70.0% | +19.6% | +50.4% | +79.3% |
| 1Y | +232.7% | +37.6% | +195.1% | +218.3% |
| All | +232.7% | +36.7% | +196.0% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling