+129.4%
LITE vs NVD
-17.3%
+146.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.7% | +2.0% | +15.5% |
| 7D | -12.9% | +23.8% | -36.7% | +1.1% |
| 30D | -46.0% | +57.0% | -103.0% | -27.1% |
| 3M | -33.0% | +41.6% | -74.6% | -11.0% |
| 6M | -34.0% | +17.6% | -51.6% | -15.0% |
| YTD | +61.7% | -21.4% | +83.1% | +78.9% |
| All | +129.4% | -17.3% | +146.7% | +196.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling