+490.8%
LITE vs NTR
+23.5%
+467.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.8% |
| 7D | -35.9% | +3.0% | -38.9% | -36.3% |
| 30D | -51.5% | +2.2% | -53.7% | -51.8% |
| 3M | -35.7% | +7.9% | -43.6% | -36.9% |
| 6M | -43.0% | -1.5% | -41.4% | -43.1% |
| YTD | +46.1% | +18.6% | +27.5% | +38.9% |
| 1Y | +124.7% | +31.7% | +93.0% | +108.1% |
| 3Y | +1,172.1% | +46.4% | +1,125.6% | +1,028.5% |
| All | +490.8% | +23.5% | +467.3% | +410.5% |
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 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