+1,067.6%
LITE vs NTR
+83.5%
+984.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -13.9% | +4.1% | -18.0% | -15.0% |
| 30D | -46.9% | +7.0% | -53.9% | -48.2% |
| 3M | -28.0% | +9.7% | -37.7% | -30.5% |
| 6M | -35.2% | +7.4% | -42.6% | -37.5% |
| YTD | +58.9% | +19.8% | +39.1% | +46.0% |
| 1Y | +125.3% | +25.4% | +99.9% | +103.3% |
| 3Y | +1,344.4% | +48.6% | +1,295.8% | +1,104.2% |
| 5Y | +541.2% | +24.0% | +517.1% | +418.6% |
| All | +1,067.6% | +83.5% | +984.1% | +654.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling