+957.2%
LITE vs NVDL
+1,369.5%
-412.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.9% | +9.1% | +2.1% |
| 7D | -13.9% | -34.5% | +20.6% | +0.1% |
| 30D | -46.9% | -47.7% | +0.8% | -32.8% |
| 3M | -28.0% | -43.9% | +15.9% | -11.4% |
| 6M | -35.2% | -46.4% | +11.2% | -19.5% |
| YTD | +58.9% | -34.3% | +93.1% | +80.9% |
| 1Y | +125.3% | -44.0% | +169.3% | +170.6% |
| 3Y | +1,344.4% | +295.7% | +1,048.7% | +818.8% |
| All | +957.2% | +1,369.5% | -412.3% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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