Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs NTRS✓SelectedUSD · NTRSLITE vs NTRS performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs NTRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
NTRS return
+220.5%
Excess return
+4,863.3%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNTRSExcessAlpha
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