+131.9%
LITE vs NVD
-7.4%
+139.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.9% | -12.6% | +4.2% |
| 7D | -13.9% | +43.9% | -57.8% | +8.7% |
| 30D | -46.9% | +74.0% | -121.0% | -24.1% |
| 3M | -28.0% | +48.3% | -76.4% | -1.6% |
| 6M | -35.2% | +30.3% | -65.5% | -11.4% |
| YTD | +58.9% | -12.9% | +71.7% | +86.6% |
| All | +131.9% | -7.4% | +139.3% | +201.4% |
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