+1,491.0%
LITE vs NVDL
+2,772.7%
-1,281.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.4% |
| 7D | -1.5% | +11.7% | -13.2% | -5.3% |
| 30D | +6.7% | +7.8% | -1.2% | +3.8% |
| 3M | -6.8% | +3.3% | -10.1% | -8.2% |
| 6M | +29.4% | +38.9% | -9.4% | +14.0% |
| YTD | +139.1% | +28.5% | +110.6% | +113.8% |
| 1Y | +521.0% | +40.6% | +480.4% | +437.8% |
| 3Y | +1,535.3% | +648.7% | +886.6% | +718.3% |
| All | +1,491.0% | +2,772.7% | -1,281.7% | +504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling