+580.4%
LITE vs NTRS
+65.1%
+515.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +22.6% | +3.7% | +18.9% | +20.0% |
| 30D | -36.8% | +6.1% | -42.9% | -38.7% |
| 3M | -33.0% | -6.7% | -26.3% | -29.8% |
| 6M | -37.1% | +10.5% | -47.5% | -40.5% |
| YTD | +69.5% | +32.0% | +37.4% | +41.5% |
| 1Y | +146.1% | +37.0% | +109.1% | +101.7% |
| 3Y | +1,440.8% | +173.6% | +1,267.2% | +758.8% |
| 5Y | +580.4% | +64.4% | +516.0% | +374.0% |
| All | +580.4% | +65.1% | +515.3% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling