+2,405.2%
LITE vs NTRS
+256.1%
+2,149.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -6.2% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | +14.0% | +0.2% | +13.9% | +13.9% |
| 3M | +9.7% | +13.2% | -3.5% | +1.9% |
| 6M | +39.2% | +36.9% | +2.3% | +15.1% |
| YTD | +153.9% | +39.1% | +114.8% | +107.0% |
| 1Y | +467.5% | +50.4% | +417.1% | +343.5% |
| 3Y | +1,784.2% | +166.8% | +1,617.4% | +970.1% |
| 5Y | +990.3% | +92.9% | +897.4% | +610.4% |
| All | +2,405.2% | +256.1% | +2,149.1% | +1,011.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling