+1,014.7%
LITE vs NTRS
+88.7%
+926.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | +0.9% | +12.7% | +12.9% |
| 30D | +21.6% | -1.2% | +22.8% | +22.5% |
| 3M | +20.3% | +8.8% | +11.6% | +14.2% |
| 6M | +54.4% | +34.7% | +19.7% | +27.5% |
| YTD | +168.3% | +37.2% | +131.1% | +118.0% |
| 1Y | +551.8% | +46.3% | +505.5% | +410.3% |
| 3Y | +1,891.5% | +163.2% | +1,728.3% | +1,018.3% |
| 5Y | +1,014.7% | +86.9% | +927.8% | +622.3% |
| All | +1,014.7% | +88.7% | +926.0% | +622.3% |
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 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