+3,344.5%
LITE vs NVMI
+2,520.3%
+824.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.3% |
| 7D | -13.9% | +7.6% | -21.5% | -17.3% |
| 30D | -46.9% | -7.7% | -39.2% | -43.1% |
| 3M | -28.0% | -15.4% | -12.7% | -18.1% |
| 6M | -35.2% | -37.5% | +2.3% | -11.7% |
| YTD | +58.9% | -0.8% | +59.7% | +64.5% |
| 1Y | +125.3% | +2.4% | +122.9% | +131.6% |
| 3Y | +1,344.4% | +191.5% | +1,153.0% | +697.0% |
| 5Y | +541.2% | +156.3% | +384.8% | +261.0% |
| 10Y | +1,587.5% | +2,539.4% | -951.9% | +180.1% |
| All | +3,344.5% | +2,520.3% | +824.3% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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