+521.0%
LITE vs NTRS
+46.5%
+474.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +6.7% | +1.2% | +5.4% | +6.2% |
| 3M | -6.8% | +8.3% | -15.1% | -10.5% |
| 6M | +29.4% | +30.0% | -0.5% | +9.1% |
| YTD | +139.1% | +38.0% | +101.0% | +91.8% |
| 1Y | +521.0% | +47.4% | +473.6% | +383.5% |
| All | +521.0% | +46.5% | +474.5% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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