+1,009.8%
LITE vs NTR
+51.1%
+958.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +10.8% |
| 7D | +12.6% | +3.8% | +8.8% | +11.8% |
| 30D | +9.9% | +25.2% | -15.3% | +5.3% |
| 3M | +9.3% | +21.0% | -11.7% | +5.0% |
| 6M | +75.2% | +7.6% | +67.6% | +71.9% |
| YTD | +165.5% | +32.9% | +132.6% | +148.2% |
| 1Y | +555.0% | +43.1% | +511.9% | +499.3% |
| 3Y | +1,870.5% | +41.6% | +1,828.9% | +1,665.3% |
| 5Y | +1,009.8% | +54.8% | +955.1% | +796.4% |
| All | +1,009.8% | +51.1% | +958.7% | +796.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling