+5,083.9%
LITE vs NTRS
+220.5%
+4,863.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +6.7% | +1.7% | +5.0% | +5.7% |
| 3M | -6.8% | +8.9% | -15.6% | -11.1% |
| 6M | +29.4% | +30.6% | -1.1% | +11.3% |
| YTD | +139.1% | +38.7% | +100.4% | +97.5% |
| 1Y | +521.0% | +48.1% | +472.9% | +395.6% |
| 3Y | +1,535.3% | +165.5% | +1,369.8% | +860.5% |
| 5Y | +889.8% | +85.6% | +804.3% | +574.3% |
| 10Y | +2,400.7% | +246.1% | +2,154.7% | +1,137.3% |
| All | +5,083.9% | +220.5% | +4,863.3% | +2,276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling