+1,938.3%
LITE vs NTRS
+161.8%
+1,776.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | +0.9% | +12.7% | +12.7% |
| 30D | +21.6% | -1.2% | +22.8% | +22.8% |
| 3M | +20.3% | +8.8% | +11.6% | +12.5% |
| 6M | +54.4% | +34.7% | +19.7% | +20.2% |
| YTD | +168.3% | +37.2% | +131.1% | +103.8% |
| 1Y | +551.8% | +46.3% | +505.5% | +369.9% |
| All | +1,938.3% | +161.8% | +1,776.5% | +746.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling