+163.0%
LITE vs NTR
+21.2%
+141.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | -0.3% | +11.1% | +10.7% |
| 30D | -33.4% | +2.0% | -35.4% | -32.9% |
| 3M | -32.2% | +6.4% | -38.6% | -31.1% |
| 6M | -42.1% | +1.6% | -43.7% | -40.9% |
| YTD | +61.9% | +18.2% | +43.6% | +80.7% |
| 1Y | +163.0% | +23.9% | +139.0% | +202.5% |
| All | +163.0% | +21.2% | +141.8% | +202.5% |
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