+1,668.5%
LITE vs NTR
+38.7%
+1,629.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | -1.5% | +8.1% | -9.6% | -3.1% |
| 30D | +6.7% | +18.8% | -12.1% | +2.9% |
| 3M | -6.8% | +16.2% | -23.0% | -9.9% |
| 6M | +29.4% | +9.8% | +19.7% | +26.0% |
| YTD | +139.1% | +30.9% | +108.2% | +120.7% |
| 1Y | +521.0% | +41.8% | +479.2% | +453.2% |
| All | +1,668.5% | +38.7% | +1,629.8% | +1,379.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling