+3,574.4%
LITE vs NTRS
+205.1%
+3,369.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +22.6% | +3.7% | +18.9% | +20.3% |
| 30D | -36.8% | +6.1% | -42.9% | -38.5% |
| 3M | -33.0% | -6.7% | -26.3% | -30.1% |
| 6M | -37.1% | +10.5% | -47.5% | -40.2% |
| YTD | +69.5% | +32.0% | +37.4% | +44.5% |
| 1Y | +146.1% | +37.0% | +109.1% | +106.4% |
| 3Y | +1,440.8% | +173.6% | +1,267.2% | +800.1% |
| 5Y | +580.4% | +64.4% | +516.0% | +397.1% |
| 10Y | +1,606.7% | +191.4% | +1,415.3% | +805.8% |
| All | +3,574.4% | +205.1% | +3,369.3% | +1,638.7% |
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