+1,061.9%
LITE vs NVD
-98.8%
+1,160.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.7% | +2.0% | +14.0% |
| 7D | -12.9% | +23.8% | -36.7% | -3.5% |
| 30D | -46.0% | +57.0% | -103.0% | -33.4% |
| 3M | -33.0% | +41.6% | -74.6% | -18.3% |
| 6M | -34.0% | +17.6% | -51.6% | -20.7% |
| YTD | +61.7% | -21.4% | +83.1% | +76.3% |
| 1Y | +148.3% | -23.3% | +171.6% | +176.0% |
| 3Y | +1,408.5% | -98.7% | +1,507.2% | +751.5% |
| All | +1,061.9% | -98.8% | +1,160.6% | +545.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling