+1,765.8%
LITE vs NTR
+98.7%
+1,667.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.6% |
| 7D | +10.4% | -2.5% | +12.9% | +11.3% |
| 30D | +14.0% | +17.0% | -3.0% | +8.6% |
| 3M | +9.7% | +22.2% | -12.5% | +2.2% |
| 6M | +39.2% | +5.2% | +34.1% | +35.6% |
| YTD | +153.9% | +29.7% | +124.2% | +129.3% |
| 1Y | +467.5% | +39.4% | +428.1% | +396.9% |
| 3Y | +1,784.2% | +38.2% | +1,746.0% | +1,522.0% |
| 5Y | +990.3% | +47.6% | +942.7% | +725.6% |
| All | +1,765.8% | +98.7% | +1,667.1% | +1,084.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling